+116.9%
FERG vs CRBG
+117.3%
-0.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | -8.9% | +2.6% | -11.5% | -9.7% |
| 3M | -2.0% | +24.0% | -26.0% | -8.6% |
| 6M | -3.2% | +50.5% | -53.7% | -15.5% |
| YTD | +1.5% | +17.1% | -15.6% | -4.3% |
| 1Y | +0.5% | +5.9% | -5.4% | -2.6% |
| 3Y | +50.4% | +122.7% | -72.3% | +12.7% |
| All | +116.9% | +117.3% | -0.4% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling