-24.4%
OPEN vs CRBG
+122.1%
-146.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.1% |
| 7D | -11.4% | +0.6% | -12.0% | -11.7% |
| 30D | -20.1% | +2.6% | -22.7% | -21.3% |
| 3M | -37.6% | +24.0% | -61.6% | -45.0% |
| 6M | -47.1% | +50.5% | -97.6% | -58.5% |
| YTD | -52.1% | +17.1% | -69.3% | -56.8% |
| 1Y | -73.5% | +5.9% | -79.4% | -74.7% |
| 3Y | -24.4% | +122.7% | -147.1% | -51.3% |
| All | -24.4% | +122.1% | -146.5% | -51.3% |
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