+7.5%
MSCI vs CRBG
+122.1%
-114.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +1.0% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | -1.1% | +2.6% | -3.8% | -1.7% |
| 3M | -6.3% | +24.0% | -30.3% | -10.7% |
| 6M | +2.1% | +50.5% | -48.4% | -7.1% |
| YTD | -2.3% | +17.1% | -19.4% | -6.3% |
| 1Y | -3.9% | +5.9% | -9.8% | -6.0% |
| 3Y | +7.5% | +122.7% | -115.3% | -8.0% |
| All | +7.5% | +122.1% | -114.7% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling