+6.1%
CRBG vs FND
-36.4%
+42.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | +5.7% | -5.2% | +10.9% | +6.9% |
| 30D | +2.6% | -19.9% | +22.5% | +7.6% |
| 3M | +31.6% | +2.7% | +28.9% | +28.4% |
| 6M | +32.8% | -21.7% | +54.5% | +40.0% |
| YTD | +16.5% | -17.5% | +34.0% | +20.1% |
| 1Y | +6.1% | -39.3% | +45.4% | +13.7% |
| All | +6.1% | -36.4% | +42.4% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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