+58.6%
SW vs CRBG
+112.0%
-53.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.7% |
| 7D | -7.0% | +0.8% | -7.8% | -7.2% |
| 30D | -10.5% | -1.9% | -8.6% | -10.1% |
| 3M | +3.0% | +23.6% | -20.7% | -4.4% |
| 6M | +2.3% | +36.5% | -34.2% | -8.4% |
| YTD | +12.4% | +14.3% | -1.9% | +6.3% |
| 1Y | -4.2% | +4.8% | -9.0% | -7.2% |
| 3Y | +22.7% | +119.3% | -96.6% | +6.9% |
| All | +58.6% | +112.0% | -53.4% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling