+5.2%
FCEL vs CRBG
+13.0%
-7.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -5.5% | -9.8% | -11.6% |
| 7D | -26.7% | -3.0% | -23.7% | -24.7% |
| 30D | -56.8% | -2.6% | -54.1% | -55.6% |
| 3M | -57.8% | +2.7% | -60.4% | -58.3% |
| 6M | -34.1% | +22.2% | -56.3% | -43.4% |
| YTD | +22.2% | +16.5% | +5.6% | +6.8% |
| 1Y | +5.2% | +16.9% | -11.7% | -8.1% |
| All | +5.2% | +13.0% | -7.8% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling