+17.6%
PATH vs CRBG
+7.7%
+9.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.3% |
| 7D | -9.5% | +0.6% | -10.1% | -9.6% |
| 30D | -9.9% | +2.6% | -12.5% | -10.5% |
| 3M | +29.1% | +24.0% | +5.1% | +21.5% |
| 6M | +11.1% | +50.5% | -39.4% | -2.5% |
| YTD | -16.1% | +17.1% | -33.2% | -19.2% |
| 1Y | +17.6% | +5.9% | +11.7% | +16.2% |
| All | +17.6% | +7.7% | +9.9% | +16.2% |
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