-49.3%
RDDT vs CRBG
+24.1%
-73.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +6.8% |
| 7D | +3.7% | -0.3% | +4.0% | +4.0% |
| 30D | -33.9% | +4.5% | -38.4% | -35.1% |
| 3M | -32.4% | +9.0% | -41.3% | -34.7% |
| 6M | -33.8% | +39.3% | -73.1% | -42.6% |
| YTD | -54.0% | +22.9% | -76.9% | -59.2% |
| 1Y | -49.3% | +24.4% | -73.7% | -56.1% |
| All | -49.3% | +24.1% | -73.3% | -56.1% |
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