-8.8%
IT vs CRBG
+20.9%
-29.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.0% |
| 7D | -5.5% | +2.6% | -8.1% | -6.3% |
| 30D | +10.3% | +4.0% | +6.3% | +8.9% |
| 3M | +11.5% | +15.5% | -4.0% | +6.7% |
| 6M | +40.3% | +36.0% | +4.3% | +27.6% |
| YTD | -17.9% | +23.3% | -41.2% | -19.2% |
| 1Y | -8.8% | +19.9% | -28.7% | -9.9% |
| All | -8.8% | +20.9% | -29.7% | -9.9% |
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