+128.3%
FAST vs CRBG
+114.2%
+14.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -0.4% | -1.6% | +1.2% | -0.1% |
| 30D | -6.4% | +2.4% | -8.8% | -7.0% |
| 3M | +7.1% | +26.8% | -19.8% | +1.1% |
| 6M | +7.0% | +41.5% | -34.5% | -2.1% |
| YTD | +24.1% | +15.5% | +8.7% | +19.1% |
| 1Y | +4.4% | +6.6% | -2.2% | +1.8% |
| 3Y | +93.2% | +121.6% | -28.4% | +53.2% |
| All | +128.3% | +114.2% | +14.1% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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