-33.5%
TEM vs CRBG
+7.7%
-41.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | -0.1% |
| 7D | -8.7% | +0.6% | -9.3% | -8.9% |
| 30D | +8.1% | +2.6% | +5.4% | +6.8% |
| 3M | +19.0% | +24.0% | -5.0% | +7.2% |
| 6M | +12.0% | +50.5% | -38.5% | -8.6% |
| YTD | -0.1% | +17.1% | -17.2% | -9.9% |
| 1Y | -33.5% | +5.9% | -39.4% | -40.1% |
| All | -33.5% | +7.7% | -41.3% | -40.1% |
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