+212.8%
RDDT vs CRBG
+35.7%
+177.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +0.7% |
| 7D | +2.1% | +0.6% | +1.6% | +1.8% |
| 30D | +2.8% | +2.6% | +0.2% | +1.4% |
| 3M | -8.9% | +24.0% | -32.9% | -20.0% |
| 6M | +15.1% | +50.5% | -35.5% | -11.1% |
| YTD | -31.4% | +17.1% | -48.5% | -38.7% |
| 1Y | -39.4% | +5.9% | -45.3% | -42.5% |
| All | +212.8% | +35.7% | +177.1% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling