-16.0%
TEAM vs CRBG
+122.1%
-138.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.6% |
| 7D | -5.2% | +0.6% | -5.8% | -5.4% |
| 30D | +15.8% | +2.6% | +13.1% | +14.3% |
| 3M | +101.5% | +24.0% | +77.5% | +80.6% |
| 6M | +138.2% | +50.5% | +87.7% | +92.3% |
| YTD | +10.8% | +17.1% | -6.3% | +1.2% |
| 1Y | +1.7% | +5.9% | -4.2% | -2.6% |
| 3Y | -16.0% | +122.7% | -138.8% | -46.3% |
| All | -16.0% | +122.1% | -138.2% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling