+83.0%
FITB vs CRBG
+117.3%
-34.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.6% |
| 30D | -5.7% | +2.6% | -8.3% | -7.1% |
| 3M | +3.2% | +24.0% | -20.8% | -8.6% |
| 6M | +23.4% | +50.5% | -27.1% | -2.5% |
| YTD | +18.8% | +17.1% | +1.7% | +7.2% |
| 1Y | +25.0% | +5.9% | +19.1% | +18.9% |
| 3Y | +131.2% | +122.7% | +8.5% | +27.0% |
| All | +83.0% | +117.3% | -34.3% | +1.3% |
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