+566.8%
RGTI vs CRBG
+117.3%
+449.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | -0.4% |
| 7D | +0.5% | +0.6% | -0.1% | -0.1% |
| 30D | -17.1% | +2.6% | -19.7% | -19.1% |
| 3M | -26.0% | +24.0% | -50.0% | -38.8% |
| 6M | -9.9% | +50.5% | -60.4% | -36.3% |
| YTD | -31.1% | +17.1% | -48.2% | -40.5% |
| 1Y | -8.5% | +5.9% | -14.4% | -14.1% |
| 3Y | +652.2% | +122.7% | +529.5% | +259.0% |
| All | +566.8% | +117.3% | +449.5% | +232.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling