+5.4%
FOXA vs CRBG
+13.0%
-7.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -2.0% |
| 7D | +4.9% | -3.0% | +7.9% | +5.4% |
| 30D | +9.0% | -2.6% | +11.6% | +9.5% |
| 3M | +15.8% | +2.7% | +13.2% | +15.6% |
| 6M | +9.2% | +22.2% | -13.0% | +7.7% |
| YTD | -6.5% | +16.5% | -23.0% | -5.5% |
| 1Y | +5.4% | +16.9% | -11.5% | +6.1% |
| All | +5.4% | +13.0% | -7.5% | +6.1% |
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