-52.1%
SE vs CRBG
+13.0%
-65.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.5% | -0.2% | -4.3% |
| 7D | -1.2% | -3.0% | +1.8% | -0.4% |
| 30D | -21.7% | -2.6% | -19.0% | -21.1% |
| 3M | -34.2% | +2.7% | -36.9% | -34.8% |
| 6M | -10.5% | +22.2% | -32.7% | -15.9% |
| YTD | -40.7% | +16.5% | -57.2% | -45.8% |
| 1Y | -52.1% | +16.9% | -69.0% | -56.1% |
| All | -52.1% | +13.0% | -65.0% | -56.1% |
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 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