+4,100.0%
CMG vs FXI
+145.3%
+3,954.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.1% |
| 7D | -2.8% | +1.0% | -3.9% | -3.2% |
| 30D | +7.1% | -0.6% | +7.7% | +7.3% |
| 3M | +31.2% | +1.9% | +29.2% | +30.0% |
| 6M | +0.7% | -0.2% | +0.8% | +0.3% |
| YTD | -0.1% | -5.6% | +5.5% | +1.4% |
| 1Y | -10.7% | -4.7% | -6.1% | -9.7% |
| 3Y | -4.7% | +38.0% | -42.7% | -17.9% |
| 5Y | -3.8% | -2.7% | -1.1% | -9.0% |
| 10Y | +352.5% | +19.9% | +332.6% | +288.3% |
| All | +4,100.0% | +145.3% | +3,954.7% | +2,124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling