+9.7%
FPS vs CRBG
+13.1%
-3.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.4% | +7.5% | +8.5% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | -16.9% | +2.6% | -19.5% | -17.7% |
| 3M | -45.3% | +24.0% | -69.3% | -49.8% |
| 6M | -10.3% | +50.5% | -60.8% | -23.7% |
| All | +9.7% | +13.1% | -3.4% | +7.5% |
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