-32.6%
MOD vs CRBG
+20.9%
-53.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.4% | -22.8% | -22.0% |
| 7D | -31.3% | +2.6% | -33.9% | -32.2% |
| 30D | -46.1% | +4.0% | -50.1% | -47.1% |
| 3M | -51.1% | +15.5% | -66.6% | -54.5% |
| 6M | -62.1% | +36.0% | -98.0% | -68.0% |
| YTD | -26.2% | +23.3% | -49.5% | -33.1% |
| 1Y | -32.6% | +19.9% | -52.5% | -36.1% |
| All | -32.6% | +20.9% | -53.5% | -36.1% |
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