-73.1%
SMR vs CRBG
+3.6%
-76.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.1% |
| 7D | +4.4% | +5.7% | -1.3% | +0.1% |
| 30D | +3.4% | +2.6% | +0.8% | +0.6% |
| 3M | -19.2% | +31.6% | -50.8% | -37.5% |
| 6M | -22.6% | +32.8% | -55.5% | -40.8% |
| YTD | -31.5% | +16.5% | -48.0% | -41.0% |
| 1Y | -73.1% | +6.1% | -79.2% | -74.4% |
| All | -73.1% | +3.6% | -76.6% | -74.4% |
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 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