+762.2%
FTI vs CRBG
+117.3%
+644.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | -4.4% | +0.6% | -5.0% | -4.6% |
| 30D | +1.5% | +2.6% | -1.1% | +0.3% |
| 3M | +8.2% | +24.0% | -15.8% | -1.7% |
| 6M | +18.8% | +50.5% | -31.7% | -2.1% |
| YTD | +71.7% | +17.1% | +54.5% | +57.5% |
| 1Y | +90.0% | +5.9% | +84.2% | +82.0% |
| 3Y | +270.5% | +122.7% | +147.8% | +135.5% |
| All | +762.2% | +117.3% | +644.9% | +418.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling