+0.9%
SW vs CRBG
+4.4%
-3.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.8% |
| 7D | -6.9% | +6.5% | -13.4% | -9.6% |
| 30D | -5.9% | +10.0% | -15.8% | -10.4% |
| 3M | +8.4% | +35.1% | -26.6% | -6.2% |
| 6M | +2.2% | +41.1% | -38.9% | -14.3% |
| YTD | +20.5% | +17.4% | +3.1% | +10.4% |
| All | +0.9% | +4.4% | -3.5% | -6.7% |
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