+1,517.6%
FIX vs CRBG
+114.2%
+1,403.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.0% |
| 7D | +0.7% | -1.6% | +2.3% | +1.4% |
| 30D | -5.7% | +2.4% | -8.1% | -7.0% |
| 3M | -7.4% | +26.8% | -34.3% | -18.2% |
| 6M | +15.1% | +41.5% | -26.4% | -4.4% |
| YTD | +70.7% | +15.5% | +55.2% | +55.2% |
| 1Y | +111.9% | +6.6% | +105.4% | +100.5% |
| 3Y | +759.5% | +121.6% | +637.9% | +495.9% |
| All | +1,517.6% | +114.2% | +1,403.4% | +1,022.7% |
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