-66.3%
TE vs CRBG
+117.3%
-183.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | -0.4% |
| 7D | +0.2% | +0.6% | -0.4% | -0.4% |
| 30D | -5.9% | +2.6% | -8.6% | -7.9% |
| 3M | -45.6% | +24.0% | -69.6% | -54.3% |
| 6M | -43.4% | +50.5% | -93.9% | -59.6% |
| YTD | -31.0% | +17.1% | -48.1% | -40.7% |
| 1Y | +145.2% | +5.9% | +139.3% | +128.8% |
| 3Y | -24.1% | +122.7% | -146.8% | -53.7% |
| All | -66.3% | +117.3% | -183.5% | -79.4% |
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