-11.6%
TLT vs CRBG
+117.3%
-128.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -1.1% | +2.6% | -3.8% | -1.1% |
| 3M | -4.9% | +24.0% | -28.8% | -4.7% |
| 6M | -5.0% | +50.5% | -55.5% | -4.6% |
| YTD | -4.4% | +17.1% | -21.5% | -4.3% |
| 1Y | -6.4% | +5.9% | -12.3% | -6.6% |
| 3Y | -2.0% | +122.7% | -124.7% | -0.5% |
| All | -11.6% | +117.3% | -128.8% | -7.9% |
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