+5.9%
CRBG vs FBTC
-32.3%
+38.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | +0.6% | -3.1% | +3.7% | +1.3% |
| 30D | +2.6% | +22.0% | -19.4% | -2.4% |
| 3M | +24.0% | +21.6% | +2.4% | +17.9% |
| 6M | +50.5% | +9.2% | +41.3% | +46.5% |
| YTD | +17.1% | -11.8% | +28.9% | +15.4% |
| 1Y | +5.9% | -32.7% | +38.6% | +7.3% |
| All | +5.9% | -32.3% | +38.1% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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