-7.6%
CMG vs FXI
+36.5%
-44.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | -6.5% | -2.8% | -3.7% | -6.0% |
| 30D | +12.1% | -5.3% | +17.4% | +13.1% |
| 3M | +20.6% | +0.3% | +20.2% | +20.6% |
| 6M | +2.1% | -4.6% | +6.7% | +2.9% |
| YTD | -2.6% | -9.1% | +6.5% | -1.0% |
| 1Y | -8.7% | -12.0% | +3.3% | -6.6% |
| All | -7.6% | +36.5% | -44.1% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling