-4.0%
SW vs CRBG
+5.9%
-9.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.4% |
| 7D | -6.7% | -1.6% | -5.1% | -6.0% |
| 30D | -14.2% | +2.4% | -16.5% | -15.1% |
| 3M | +9.4% | +26.8% | -17.5% | -2.6% |
| 6M | +0.8% | +41.5% | -40.7% | -15.4% |
| YTD | +12.4% | +15.5% | -3.1% | +3.8% |
| 1Y | -4.0% | +6.6% | -10.5% | -10.8% |
| All | -4.0% | +5.9% | -9.9% | -10.8% |
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