+4.4%
ROP vs CRBG
+117.3%
-112.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -4.6% | +0.6% | -5.2% | -4.7% |
| 30D | -1.7% | +2.6% | -4.3% | -2.3% |
| 3M | +17.1% | +24.0% | -6.9% | +11.2% |
| 6M | +10.9% | +50.5% | -39.7% | +0.3% |
| YTD | -12.1% | +17.1% | -29.2% | -15.8% |
| 1Y | -24.2% | +5.9% | -30.1% | -26.0% |
| 3Y | -20.4% | +122.7% | -143.1% | -35.4% |
| All | +4.4% | +117.3% | -112.9% | -13.1% |
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 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