+39.0%
RDW vs CRBG
+23.7%
+15.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.5% |
| 7D | +7.2% | +6.6% | +0.6% | +2.4% |
| 30D | -10.3% | +7.1% | -17.4% | -13.7% |
| 3M | -41.4% | +6.7% | -48.2% | -43.7% |
| 6M | -32.5% | +39.7% | -72.2% | -48.4% |
| YTD | +1.7% | +23.7% | -22.0% | -11.4% |
| 1Y | +39.0% | +29.1% | +9.9% | +17.1% |
| All | +39.0% | +23.7% | +15.3% | +17.1% |
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