-27.7%
PATH vs CRBG
+119.0%
-146.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | -23.9% | -1.6% | -22.2% | -23.3% |
| 30D | -11.8% | +2.4% | -14.1% | -12.5% |
| 3M | +29.0% | +26.8% | +2.2% | +17.9% |
| 6M | +19.7% | +41.5% | -21.8% | +3.9% |
| YTD | -15.4% | +15.5% | -30.9% | -20.6% |
| 1Y | +19.5% | +6.6% | +12.9% | +15.3% |
| All | -27.7% | +119.0% | -146.7% | -44.7% |
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