+36.8%
FXI vs CAG
-37.6%
+74.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -2.8% | -6.6% | +3.8% | -2.6% |
| 30D | -5.3% | +2.3% | -7.6% | -5.4% |
| 3M | +0.3% | +16.3% | -16.0% | 0.0% |
| 6M | -4.6% | -16.0% | +11.5% | -4.4% |
| YTD | -9.1% | -7.7% | -1.4% | -9.1% |
| 1Y | -12.0% | -16.0% | +4.1% | -11.7% |
| All | +36.8% | -37.6% | +74.4% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling