-86.8%
FCEL vs CRBG
+117.3%
-204.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.1% |
| 7D | +6.3% | +0.6% | +5.7% | +5.7% |
| 30D | -26.7% | +2.6% | -29.3% | -28.3% |
| 3M | -10.2% | +24.0% | -34.2% | -22.3% |
| 6M | +123.5% | +50.5% | +73.0% | +72.0% |
| YTD | +117.4% | +17.1% | +100.2% | +93.4% |
| 1Y | +146.0% | +5.9% | +140.1% | +133.5% |
| 3Y | -61.9% | +122.7% | -184.6% | -78.5% |
| All | -86.8% | +117.3% | -204.1% | -92.2% |
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