+17.9%
CRBG vs FFIV
+26.7%
-8.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.1% | -8.1% | +6.1% | -0.3% |
| 30D | -0.9% | -33.4% | +32.5% | +7.2% |
| 3M | +1.0% | -24.7% | +25.7% | +4.9% |
| 6M | +23.5% | -8.8% | +32.3% | +17.1% |
| YTD | +16.0% | +21.8% | -5.8% | -5.8% |
| 1Y | +17.9% | +25.3% | -7.4% | -6.3% |
| All | +17.9% | +26.7% | -8.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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