-2.0%
PATH vs CRBG
+117.3%
-119.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.5% |
| 7D | -9.5% | +0.6% | -10.1% | -9.7% |
| 30D | -9.9% | +2.6% | -12.5% | -10.9% |
| 3M | +29.1% | +24.0% | +5.1% | +16.9% |
| 6M | +11.1% | +50.5% | -39.4% | -8.9% |
| YTD | -16.1% | +17.1% | -33.2% | -23.0% |
| 1Y | +17.6% | +5.9% | +11.7% | +12.8% |
| 3Y | -28.3% | +122.7% | -151.0% | -57.2% |
| All | -2.0% | +117.3% | -119.3% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling