+122.7%
CRBG vs FFIV
+155.7%
-33.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | 0.0% |
| 7D | +0.6% | +5.4% | -4.9% | -1.7% |
| 30D | +2.6% | -2.7% | +5.3% | +3.6% |
| 3M | +24.0% | +4.5% | +19.5% | +20.5% |
| 6M | +50.5% | +42.2% | +8.3% | +25.7% |
| YTD | +17.1% | +61.3% | -44.2% | -8.3% |
| 1Y | +5.9% | +23.0% | -17.2% | -5.9% |
| 3Y | +122.7% | +156.3% | -33.5% | +57.0% |
| All | +122.7% | +155.7% | -33.0% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling