-0.9%
LOW vs CRBG
+13.0%
-13.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | +0.4% |
| 7D | +9.6% | -3.0% | +12.6% | +10.4% |
| 30D | +24.5% | -2.6% | +27.2% | +25.3% |
| 3M | +4.0% | +2.7% | +1.3% | +3.2% |
| 6M | +2.2% | +22.2% | -20.1% | -3.2% |
| YTD | -3.7% | +16.5% | -20.2% | -8.7% |
| 1Y | -0.9% | +16.9% | -17.8% | -6.7% |
| All | -0.9% | +13.0% | -13.9% | -6.7% |
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