+58.6%
SW vs CRBG
+114.2%
-55.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.3% |
| 7D | -6.7% | -1.6% | -5.1% | -6.2% |
| 30D | -14.2% | +2.4% | -16.5% | -14.9% |
| 3M | +9.4% | +26.8% | -17.5% | +0.6% |
| 6M | +0.8% | +41.5% | -40.7% | -10.8% |
| YTD | +12.4% | +15.5% | -3.1% | +6.0% |
| 1Y | -4.0% | +6.6% | -10.5% | -7.5% |
| 3Y | +22.8% | +121.6% | -98.9% | +6.6% |
| All | +58.6% | +114.2% | -55.6% | +36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling