-75.2%
RAM vs CRBG
+25.8%
-100.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -6.9% | -6.2% |
| 7D | +15.2% | +6.6% | +8.6% | +13.2% |
| 30D | -36.5% | +7.1% | -43.5% | -34.8% |
| 3M | -54.6% | +6.7% | -61.3% | -53.9% |
| All | -75.2% | +25.8% | -100.9% | -67.9% |
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 · Available span rolling