+115.6%
CRBG vs FLR
+107.8%
+7.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | +0.6% | -3.5% | +4.1% | +1.5% |
| 30D | +2.6% | +4.2% | -1.5% | +1.3% |
| 3M | +24.0% | +8.1% | +15.9% | +19.4% |
| 6M | +50.5% | +21.5% | +29.0% | +37.7% |
| YTD | +17.1% | +36.8% | -19.6% | +2.7% |
| 1Y | +5.9% | +31.2% | -25.3% | -6.5% |
| 3Y | +122.7% | +53.9% | +68.8% | +72.2% |
| All | +115.6% | +107.8% | +7.8% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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