+65.6%
RSP vs CRBG
+117.3%
-51.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | -2.8% | +2.6% | -5.4% | -3.6% |
| 3M | +2.8% | +24.0% | -21.2% | -3.4% |
| 6M | +10.2% | +50.5% | -40.3% | -2.5% |
| YTD | +13.1% | +17.1% | -4.1% | +7.1% |
| 1Y | +14.8% | +5.9% | +8.9% | +11.6% |
| 3Y | +52.6% | +122.7% | -70.1% | +15.0% |
| All | +65.6% | +117.3% | -51.7% | +26.4% |
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 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