-11.3%
EQT vs CRBG
+23.7%
-35.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.9% |
| 7D | +6.9% | +6.6% | +0.3% | +7.2% |
| 30D | +0.4% | +7.1% | -6.6% | +0.8% |
| 3M | -2.0% | +6.7% | -8.8% | -1.7% |
| 6M | -5.0% | +39.7% | -44.6% | -2.3% |
| YTD | -0.3% | +23.7% | -24.0% | +2.6% |
| 1Y | -11.3% | +29.1% | -40.4% | -11.2% |
| All | -11.3% | +23.7% | -35.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRBG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling