+172.6%
FN vs CRBG
+122.1%
+50.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.0% |
| 7D | +1.8% | +0.6% | +1.2% | +1.5% |
| 30D | -27.5% | +2.6% | -30.1% | -28.5% |
| 3M | -28.8% | +24.0% | -52.8% | -35.7% |
| 6M | -20.9% | +50.5% | -71.4% | -35.8% |
| YTD | -8.9% | +17.1% | -26.1% | -17.0% |
| 1Y | +14.5% | +5.9% | +8.6% | +9.9% |
| 3Y | +172.6% | +122.7% | +49.9% | +103.9% |
| All | +172.6% | +122.1% | +50.5% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling