+5.9%
CRBG vs FND
-45.3%
+51.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +0.6% | -5.8% | +6.3% | +2.0% |
| 30D | +2.6% | -20.2% | +22.8% | +8.0% |
| 3M | +24.0% | -12.0% | +36.0% | +26.4% |
| 6M | +50.5% | -18.5% | +69.0% | +56.2% |
| YTD | +17.1% | -22.3% | +39.4% | +22.3% |
| 1Y | +5.9% | -47.6% | +53.5% | +10.7% |
| All | +5.9% | -45.3% | +51.2% | +10.7% |
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