+3,909.1%
CMG vs FXI
+128.9%
+3,780.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | -4.2% | +6.7% | +4.0% |
| 30D | +15.6% | -1.1% | +16.7% | +16.1% |
| 3M | +8.2% | -4.0% | +12.1% | +9.7% |
| 6M | +9.9% | -11.8% | +21.7% | +14.3% |
| YTD | -4.6% | -11.9% | +7.3% | -0.9% |
| 1Y | +12.4% | -16.1% | +28.5% | +18.8% |
| 3Y | -18.0% | +38.8% | -56.8% | -29.5% |
| 5Y | -5.3% | -9.1% | +3.8% | -8.1% |
| 10Y | +344.2% | +18.4% | +325.8% | +282.8% |
| All | +3,909.1% | +128.9% | +3,780.2% | +2,074.7% |
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