+766.1%
FLEX vs CRBG
+117.3%
+648.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +6.6% |
| 7D | +5.7% | +0.6% | +5.1% | +5.4% |
| 30D | -7.0% | +2.6% | -9.7% | -8.2% |
| 3M | -23.8% | +24.0% | -47.8% | -31.2% |
| 6M | +82.6% | +50.5% | +32.1% | +49.3% |
| YTD | +91.6% | +17.1% | +74.5% | +74.7% |
| 1Y | +100.6% | +5.9% | +94.7% | +91.3% |
| 3Y | +479.8% | +122.7% | +357.0% | +299.3% |
| All | +766.1% | +117.3% | +648.8% | +505.2% |
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