+19.3%
TPR vs CRBG
+20.9%
-1.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | +12.6% | +2.6% | +10.0% | +11.6% |
| 30D | +7.1% | +4.0% | +3.1% | +5.7% |
| 3M | -19.4% | +15.5% | -34.9% | -23.6% |
| 6M | -9.7% | +36.0% | -45.7% | -19.3% |
| YTD | -1.0% | +23.3% | -24.3% | -10.0% |
| 1Y | +19.3% | +19.9% | -0.6% | +10.0% |
| All | +19.3% | +20.9% | -1.6% | +10.0% |
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