+14.7%
FXI vs CAG
-36.2%
+50.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -3.9% | -5.7% | +1.8% | -3.5% |
| 30D | -2.1% | -2.4% | +0.3% | -2.0% |
| 3M | -0.5% | +9.8% | -10.3% | -1.1% |
| 6M | -4.5% | -10.8% | +6.3% | -4.0% |
| YTD | -9.2% | -10.8% | +1.6% | -8.9% |
| 1Y | -13.8% | -19.0% | +5.2% | -12.9% |
| 3Y | +36.6% | -39.7% | +76.3% | +39.9% |
| 5Y | -6.7% | -43.0% | +36.3% | -4.4% |
| All | +14.7% | -36.2% | +50.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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