+72.2%
SW vs CRBG
+116.0%
-43.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -5.1% | +5.7% | -10.8% | -6.9% |
| 30D | -4.6% | +2.6% | -7.2% | -5.6% |
| 3M | +9.4% | +31.6% | -22.2% | -0.6% |
| 6M | +3.5% | +32.8% | -29.3% | -6.6% |
| YTD | +22.0% | +16.5% | +5.6% | +14.7% |
| 1Y | +2.2% | +6.1% | -3.9% | -1.4% |
| 3Y | +19.6% | +125.4% | -105.8% | +3.4% |
| All | +72.2% | +116.0% | -43.8% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling