+115.6%
CRBG vs FGI
-34.7%
+150.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.4% |
| 7D | +0.6% | +12.1% | -11.6% | +0.5% |
| 30D | +2.6% | +75.7% | -73.1% | +2.1% |
| 3M | +24.0% | +31.7% | -7.7% | +23.3% |
| 6M | +50.5% | +111.5% | -60.9% | +49.1% |
| YTD | +17.1% | +45.8% | -28.7% | +16.3% |
| 1Y | +5.9% | +112.5% | -106.7% | +5.7% |
| 3Y | +122.7% | +8.5% | +114.2% | +125.6% |
| All | +115.6% | -34.7% | +150.3% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling