-40.9%
SE vs CRBG
+3.6%
-44.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -6.1% | +5.7% | -11.8% | -7.4% |
| 30D | -2.5% | +2.6% | -5.1% | -3.4% |
| 3M | +21.7% | +31.6% | -9.9% | +11.8% |
| 6M | +27.0% | +32.8% | -5.8% | +14.3% |
| YTD | -12.1% | +16.5% | -28.6% | -19.1% |
| 1Y | -40.9% | +6.1% | -47.0% | -43.5% |
| All | -40.9% | +3.6% | -44.5% | -43.5% |
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