+77.9%
TRGP vs CRBG
+3.6%
+74.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +0.8% | +5.7% | -4.9% | +0.7% |
| 30D | +11.5% | +2.6% | +8.9% | +11.5% |
| 3M | +9.0% | +31.6% | -22.6% | +8.0% |
| 6M | +20.5% | +32.8% | -12.3% | +19.7% |
| YTD | +59.5% | +16.5% | +43.1% | +60.9% |
| 1Y | +77.9% | +6.1% | +71.8% | +81.2% |
| All | +77.9% | +3.6% | +74.4% | +81.2% |
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