-45.6%
FLNC vs CRBG
+117.3%
-162.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.0% | +1.6% |
| 7D | -4.1% | +0.6% | -4.6% | -4.5% |
| 30D | -24.8% | +2.6% | -27.4% | -26.2% |
| 3M | -59.1% | +24.0% | -83.1% | -64.8% |
| 6M | -42.0% | +50.5% | -92.5% | -56.8% |
| YTD | -49.8% | +17.1% | -66.9% | -55.2% |
| 1Y | +43.1% | +5.9% | +37.2% | +37.5% |
| 3Y | -61.0% | +122.7% | -183.7% | -79.4% |
| All | -45.6% | +117.3% | -162.9% | -69.8% |
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