-53.8%
FIG vs CRBG
+4.4%
-58.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.6% | -3.8% |
| 7D | -17.6% | +6.5% | -24.1% | -20.4% |
| 30D | -7.0% | +10.0% | -17.0% | -11.8% |
| 3M | +10.7% | +35.1% | -24.4% | -5.9% |
| 6M | -18.0% | +41.1% | -59.1% | -32.5% |
| YTD | -32.5% | +17.4% | -49.9% | -38.7% |
| All | -53.8% | +4.4% | -58.2% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling