-44.3%
TE vs CRBG
+13.0%
-57.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -5.5% | -11.0% | -13.6% |
| 7D | -20.3% | -3.0% | -17.3% | -18.5% |
| 30D | -40.0% | -2.6% | -37.4% | -38.8% |
| 3M | -58.3% | +2.7% | -61.0% | -58.7% |
| 6M | -57.3% | +22.2% | -79.5% | -61.8% |
| YTD | -65.9% | +16.5% | -82.4% | -67.3% |
| 1Y | -44.3% | +16.9% | -61.2% | -48.0% |
| All | -44.3% | +13.0% | -57.2% | -48.0% |
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