+1.3%
U vs CRBG
+7.7%
-6.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +3.9% |
| 7D | +5.5% | +0.6% | +4.9% | +5.3% |
| 30D | -1.3% | +2.6% | -3.9% | -2.3% |
| 3M | +64.6% | +24.0% | +40.6% | +50.9% |
| 6M | +119.4% | +50.5% | +68.8% | +82.5% |
| YTD | -0.5% | +17.1% | -17.6% | -3.8% |
| 1Y | +1.3% | +5.9% | -4.6% | +0.1% |
| All | +1.3% | +7.7% | -6.4% | +0.1% |
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