+115.6%
CRBG vs FDS
-38.6%
+154.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.8% |
| 7D | +0.6% | -14.0% | +14.6% | +4.9% |
| 30D | +2.6% | -6.2% | +8.9% | +4.3% |
| 3M | +24.0% | +10.2% | +13.8% | +19.2% |
| 6M | +50.5% | +27.4% | +23.1% | +34.8% |
| YTD | +17.1% | -9.3% | +26.4% | +19.8% |
| 1Y | +5.9% | -28.6% | +34.5% | +20.6% |
| 3Y | +122.7% | -36.8% | +159.5% | +164.0% |
| All | +115.6% | -38.6% | +154.3% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling