-7.1%
CMG vs FXI
-12.5%
+5.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.1% | -3.9% | +1.8% | -0.9% |
| 30D | +10.9% | -2.1% | +13.0% | +11.6% |
| 3M | +15.8% | -0.5% | +16.3% | +16.9% |
| 6M | +6.9% | -4.5% | +11.5% | +9.4% |
| YTD | -2.2% | -9.2% | +7.1% | +2.4% |
| 1Y | -7.1% | -13.8% | +6.7% | +1.0% |
| All | -7.1% | -12.5% | +5.4% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling