-83.1%
FRMI vs CRBG
+11.7%
-94.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.6% |
| 7D | +7.4% | +0.6% | +6.8% | +7.1% |
| 30D | -27.6% | +2.6% | -30.3% | -28.4% |
| 3M | -20.9% | +24.0% | -44.9% | -28.2% |
| 6M | -36.6% | +50.5% | -87.1% | -45.8% |
| YTD | -31.3% | +17.1% | -48.4% | -35.5% |
| All | -83.1% | +11.7% | -94.8% | -85.2% |
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