-76.9%
RAM vs CRBG
+24.2%
-101.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -31.6% | +0.5% | -32.1% | -31.4% |
| 30D | -54.8% | +5.3% | -60.1% | -53.5% |
| 3M | -44.9% | +4.9% | -49.8% | -44.3% |
| All | -76.9% | +24.2% | -101.1% | -70.1% |
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 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 · Available span rolling