+15.8%
RF vs CRBG
+4.4%
+11.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.4% |
| 7D | +1.1% | +6.5% | -5.3% | -1.2% |
| 30D | -3.8% | +10.0% | -13.7% | -7.3% |
| 3M | +12.2% | +35.1% | -22.8% | -0.6% |
| 6M | +11.9% | +41.1% | -29.2% | -3.1% |
| YTD | +15.6% | +17.4% | -1.8% | +8.2% |
| All | +15.8% | +4.4% | +11.4% | +10.7% |
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