+36.5%
FXI vs CRBG
+117.3%
-80.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -3.9% | +0.6% | -4.5% | -4.0% |
| 30D | -2.1% | +2.6% | -4.7% | -2.7% |
| 3M | -0.5% | +24.0% | -24.5% | -4.7% |
| 6M | -4.5% | +50.5% | -55.0% | -12.5% |
| YTD | -9.2% | +17.1% | -26.4% | -12.7% |
| 1Y | -13.8% | +5.9% | -19.7% | -15.5% |
| 3Y | +36.6% | +122.7% | -86.2% | +11.1% |
| All | +36.5% | +117.3% | -80.8% | +10.6% |
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