+281.4%
FCEL vs CRBG
+3.6%
+277.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.5% |
| 7D | -15.8% | +5.7% | -21.5% | -19.8% |
| 30D | -29.3% | +2.6% | -31.9% | -31.0% |
| 3M | -30.1% | +31.6% | -61.7% | -46.2% |
| 6M | +74.4% | +32.8% | +41.6% | +34.8% |
| YTD | +104.5% | +16.5% | +88.1% | +76.8% |
| 1Y | +281.4% | +6.1% | +275.3% | +312.7% |
| All | +281.4% | +3.6% | +277.8% | +312.7% |
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