+324.1%
FN vs CRBG
+112.0%
+212.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +5.8% | +0.8% | +5.0% | +5.4% |
| 30D | -20.6% | -1.9% | -18.7% | -20.2% |
| 3M | -28.6% | +23.6% | -52.3% | -35.0% |
| 6M | -20.7% | +36.5% | -57.2% | -31.5% |
| YTD | -8.1% | +14.3% | -22.4% | -14.9% |
| 1Y | +13.3% | +4.8% | +8.5% | +9.0% |
| 3Y | +175.7% | +119.3% | +56.4% | +106.9% |
| All | +324.1% | +112.0% | +212.2% | +223.8% |
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 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