+150.6%
P vs CRBG
+122.1%
+28.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.7% |
| 7D | -1.3% | +0.6% | -1.9% | -1.6% |
| 30D | -11.9% | +2.6% | -14.5% | -12.9% |
| 3M | +41.6% | +24.0% | +17.6% | +27.1% |
| 6M | +58.1% | +50.5% | +7.6% | +27.7% |
| YTD | +46.5% | +17.1% | +29.4% | +34.1% |
| 1Y | +19.1% | +5.9% | +13.2% | +14.1% |
| 3Y | +150.6% | +122.7% | +27.9% | +91.0% |
| All | +150.6% | +122.1% | +28.5% | +91.0% |
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