+115.6%
CRBG vs FIVN
-63.1%
+178.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.2% |
| 7D | +0.6% | -7.8% | +8.4% | +2.0% |
| 30D | +2.6% | -1.7% | +4.4% | +2.8% |
| 3M | +24.0% | +47.2% | -23.2% | +14.4% |
| 6M | +50.5% | +82.7% | -32.2% | +30.7% |
| YTD | +17.1% | +52.9% | -35.8% | +5.0% |
| 1Y | +5.9% | +17.5% | -11.6% | -0.6% |
| 3Y | +122.7% | -55.8% | +178.6% | +131.0% |
| All | +115.6% | -63.1% | +178.8% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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