+17.0%
PATH vs CRBG
+39.1%
-22.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.1% | -5.7% | -7.3% |
| 7D | -22.8% | +4.9% | -27.7% | -23.3% |
| 30D | -6.9% | +0.2% | -7.1% | -6.8% |
| 3M | +25.4% | +25.5% | 0.0% | +20.2% |
| All | +17.0% | +39.1% | -22.0% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling