-1.4%
SCHW vs CRBG
+24.2%
-25.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +4.2% | +0.5% | +3.7% | +4.0% |
| 30D | -3.8% | +5.3% | -9.1% | -5.3% |
| 3M | -13.6% | +4.9% | -18.5% | -14.9% |
| 6M | +5.3% | +33.6% | -28.3% | -3.1% |
| YTD | -6.0% | +22.2% | -28.2% | -11.3% |
| 1Y | -1.4% | +23.2% | -24.6% | -7.9% |
| All | -1.4% | +24.2% | -25.6% | -7.9% |
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