+115.6%
CRBG vs FRSH
-20.7%
+136.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +0.6% | -6.6% | +7.2% | +1.8% |
| 30D | +2.6% | +2.1% | +0.5% | +2.1% |
| 3M | +24.0% | +29.0% | -5.0% | +17.5% |
| 6M | +50.5% | +48.6% | +1.9% | +38.0% |
| YTD | +17.1% | -2.9% | +20.1% | +15.5% |
| 1Y | +5.9% | -7.9% | +13.8% | +5.2% |
| 3Y | +122.7% | -46.5% | +169.2% | +135.0% |
| All | +115.6% | -20.7% | +136.3% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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