+115.6%
CRBG vs FTV
+16.0%
+99.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +0.6% | -4.0% | +4.5% | +3.2% |
| 30D | +2.6% | -11.0% | +13.7% | +10.5% |
| 3M | +24.0% | -8.4% | +32.4% | +30.4% |
| 6M | +50.5% | -2.6% | +53.1% | +51.2% |
| YTD | +17.1% | -0.6% | +17.8% | +15.3% |
| 1Y | +5.9% | +11.0% | -5.1% | -3.9% |
| 3Y | +122.7% | -6.3% | +129.1% | +123.6% |
| All | +115.6% | +16.0% | +99.6% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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