-25.2%
FICO vs CRBG
+37.1%
-62.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.8% |
| 7D | -14.1% | -1.6% | -12.5% | -13.4% |
| 30D | -7.5% | +2.4% | -9.8% | -8.4% |
| 3M | -21.3% | +26.8% | -48.1% | -30.2% |
| 6M | -25.2% | +41.5% | -66.8% | -40.5% |
| All | -25.2% | +37.1% | -62.3% | -40.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling