+322.0%
CMG vs FXI
+17.1%
+305.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.1% | -3.9% | +1.8% | -0.8% |
| 30D | +10.9% | -2.1% | +13.0% | +11.6% |
| 3M | +15.8% | -0.5% | +16.3% | +15.9% |
| 6M | +6.9% | -4.5% | +11.5% | +8.2% |
| YTD | -2.2% | -9.2% | +7.1% | +0.5% |
| 1Y | -7.1% | -13.8% | +6.7% | -3.0% |
| 3Y | -7.1% | +36.6% | -43.7% | -18.9% |
| 5Y | -4.8% | -6.7% | +1.9% | -5.0% |
| All | +322.0% | +17.1% | +305.0% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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