-63.2%
SPCH vs CRBG
+25.6%
-88.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.4% | -9.0% | -7.8% |
| 7D | -13.4% | +2.6% | -16.0% | -13.8% |
| 30D | -39.6% | +4.0% | -43.7% | -40.1% |
| 3M | -1.4% | +15.5% | -16.9% | +0.2% |
| All | -63.2% | +25.6% | -88.8% | -65.3% |
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 · Available span rolling