+37.2%
MOD vs CRBG
+4.4%
+32.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +2.6% |
| 7D | +0.2% | +6.5% | -6.3% | -2.2% |
| 30D | -7.5% | +10.0% | -17.4% | -11.4% |
| 3M | -38.2% | +35.1% | -73.3% | -46.7% |
| 6M | -12.1% | +41.1% | -53.2% | -26.2% |
| YTD | +39.8% | +17.4% | +22.4% | +29.5% |
| All | +37.2% | +4.4% | +32.8% | +26.1% |
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