+1,619.3%
FIX vs CRBG
+117.3%
+1,502.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +5.6% |
| 7D | +5.0% | +0.6% | +4.4% | +4.7% |
| 30D | -2.7% | +2.6% | -5.3% | -4.1% |
| 3M | -8.2% | +24.0% | -32.2% | -18.0% |
| 6M | +20.3% | +50.5% | -30.3% | -2.9% |
| YTD | +81.4% | +17.1% | +64.3% | +64.0% |
| 1Y | +121.5% | +5.9% | +115.6% | +110.5% |
| 3Y | +807.4% | +122.7% | +684.7% | +527.7% |
| All | +1,619.3% | +117.3% | +1,502.0% | +1,086.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling