+115.6%
CRBG vs FND
-39.9%
+155.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +0.6% | -5.8% | +6.3% | +1.9% |
| 30D | +2.6% | -20.2% | +22.8% | +7.8% |
| 3M | +24.0% | -12.0% | +36.0% | +26.4% |
| 6M | +50.5% | -18.5% | +69.0% | +55.3% |
| YTD | +17.1% | -22.3% | +39.4% | +21.9% |
| 1Y | +5.9% | -47.6% | +53.5% | +19.7% |
| 3Y | +122.7% | -49.8% | +172.5% | +140.5% |
| All | +115.6% | -39.9% | +155.5% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling