-1.3%
FSLY vs CRBG
+122.1%
-123.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.5% | +1.3% |
| 7D | +12.5% | +0.6% | +11.9% | +12.1% |
| 30D | -18.8% | +2.6% | -21.5% | -19.7% |
| 3M | +22.7% | +24.0% | -1.3% | +11.5% |
| 6M | -3.7% | +50.5% | -54.2% | -18.4% |
| YTD | +127.5% | +17.1% | +110.4% | +109.3% |
| 1Y | +193.5% | +5.9% | +187.7% | +181.7% |
| 3Y | -1.3% | +122.7% | -124.0% | -19.9% |
| All | -1.3% | +122.1% | -123.4% | -19.9% |
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