+45.9%
FTI vs CRBG
+13.0%
+33.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.5% | +1.0% | -4.1% |
| 7D | -8.0% | -3.0% | -5.0% | -7.8% |
| 30D | -11.9% | -2.6% | -9.2% | -11.7% |
| 3M | -11.0% | +2.7% | -13.7% | -11.2% |
| 6M | -17.8% | +22.2% | -40.0% | -19.1% |
| YTD | +38.5% | +16.5% | +22.0% | +38.1% |
| 1Y | +45.9% | +16.9% | +29.0% | +44.8% |
| All | +45.9% | +13.0% | +33.0% | +44.8% |
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 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