+42.5%
FTNT vs CRBG
+13.0%
+29.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.5% | +0.2% | -4.2% |
| 7D | -11.9% | -3.0% | -9.0% | -11.3% |
| 30D | -35.9% | -2.6% | -33.3% | -35.6% |
| 3M | -25.4% | +2.7% | -28.0% | -25.8% |
| 6M | +36.2% | +22.2% | +14.0% | +29.7% |
| YTD | +54.3% | +16.5% | +37.8% | +49.6% |
| 1Y | +42.5% | +16.9% | +25.5% | +38.4% |
| All | +42.5% | +13.0% | +29.5% | +38.4% |
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 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