-2.0%
RBRK vs CRBG
+5.5%
-7.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +0.7% | +5.7% | -5.0% | -1.6% |
| 30D | +10.4% | +2.6% | +7.8% | +9.3% |
| 3M | +21.6% | +31.6% | -9.9% | +8.4% |
| 6M | +70.7% | +32.8% | +37.9% | +49.6% |
| YTD | +22.5% | +16.5% | +6.0% | +13.9% |
| All | -2.0% | +5.5% | -7.6% | -6.1% |
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 · 6 months rolling