+6.1%
CRBG vs FDS
-17.4%
+23.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.4% |
| 7D | +5.7% | -1.9% | +7.6% | +5.9% |
| 30D | +2.6% | +9.0% | -6.4% | +1.6% |
| 3M | +31.6% | +18.9% | +12.7% | +28.6% |
| 6M | +32.8% | +35.1% | -2.3% | +26.6% |
| YTD | +16.5% | +5.5% | +11.0% | +13.6% |
| 1Y | +6.1% | -16.8% | +22.9% | +2.8% |
| All | +6.1% | -17.4% | +23.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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