+32.1%
FE vs CRBG
+117.3%
-85.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -1.4% | +0.6% | -1.9% | -1.4% |
| 30D | -1.9% | +2.6% | -4.5% | -2.1% |
| 3M | -0.2% | +24.0% | -24.2% | -1.9% |
| 6M | -7.1% | +50.5% | -57.6% | -10.3% |
| YTD | +6.1% | +17.1% | -11.0% | +4.5% |
| 1Y | +10.1% | +5.9% | +4.2% | +9.3% |
| 3Y | +46.9% | +122.7% | -75.9% | +24.8% |
| All | +32.1% | +117.3% | -85.2% | +13.6% |
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