-8.4%
FXI vs CAG
-41.0%
+32.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -4.2% | -3.3% | -0.9% | -4.1% |
| 30D | -1.1% | +7.7% | -8.8% | -1.3% |
| 3M | -4.0% | -3.2% | -0.8% | -3.9% |
| 6M | -11.8% | +7.0% | -18.8% | -12.0% |
| YTD | -11.9% | -9.0% | -2.9% | -11.9% |
| 1Y | -16.1% | -9.6% | -6.5% | -16.1% |
| 3Y | +38.8% | -36.0% | +74.8% | +38.9% |
| All | -8.4% | -41.0% | +32.6% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling