+26.2%
MAR vs CRBG
+3.6%
+22.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -4.2% | +5.7% | -9.9% | -5.7% |
| 30D | -6.7% | +2.6% | -9.3% | -7.5% |
| 3M | -12.5% | +31.6% | -44.1% | -19.2% |
| 6M | +0.6% | +32.8% | -32.3% | -8.1% |
| YTD | +9.1% | +16.5% | -7.3% | +3.3% |
| 1Y | +26.2% | +6.1% | +20.1% | +21.1% |
| All | +26.2% | +3.6% | +22.7% | +21.1% |
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