-9.1%
RKT vs CRBG
+13.0%
-22.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.3% | +1.5% |
| 7D | +24.3% | -3.0% | +27.3% | +26.1% |
| 30D | +27.9% | -2.6% | +30.5% | +29.4% |
| 3M | +6.9% | +2.7% | +4.3% | +5.0% |
| 6M | +5.2% | +22.2% | -17.0% | -6.3% |
| YTD | -23.5% | +16.5% | -40.0% | -29.6% |
| 1Y | -9.1% | +16.9% | -26.0% | -17.5% |
| All | -9.1% | +13.0% | -22.1% | -17.5% |
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