-61.6%
FLUT vs CRBG
+13.0%
-74.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +7.0% | +3.3% |
| 7D | +4.8% | -3.0% | +7.7% | +5.6% |
| 30D | +8.8% | -2.6% | +11.5% | +9.5% |
| 3M | -10.7% | +2.7% | -13.4% | -12.0% |
| 6M | -19.7% | +22.2% | -41.9% | -27.3% |
| YTD | -61.4% | +16.5% | -77.9% | -63.5% |
| 1Y | -61.6% | +16.9% | -78.6% | -64.2% |
| All | -61.6% | +13.0% | -74.6% | -64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling