+160.2%
FDX vs CRBG
+117.3%
+42.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.4% |
| 7D | -3.3% | +0.6% | -3.8% | -3.4% |
| 30D | -4.5% | +2.6% | -7.2% | -5.3% |
| 3M | -7.3% | +24.0% | -31.3% | -13.6% |
| 6M | +7.5% | +50.5% | -43.0% | -6.1% |
| YTD | +35.1% | +17.1% | +17.9% | +27.1% |
| 1Y | +71.4% | +5.9% | +65.5% | +66.2% |
| 3Y | +60.8% | +122.7% | -61.9% | +23.9% |
| All | +160.2% | +117.3% | +42.9% | +102.8% |
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