+221.8%
FXI vs CAG
+70.7%
+151.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +1.0% | -3.8% | +4.8% | +2.1% |
| 30D | -0.6% | +3.1% | -3.7% | -1.5% |
| 3M | +1.9% | +23.5% | -21.6% | -4.5% |
| 6M | -0.2% | -14.8% | +14.7% | +3.7% |
| YTD | -5.6% | -5.4% | -0.2% | -5.3% |
| 1Y | -4.7% | -11.8% | +7.1% | -2.7% |
| 3Y | +38.0% | -36.7% | +74.7% | +52.5% |
| 5Y | -2.7% | -40.3% | +37.6% | +7.2% |
| 10Y | +19.9% | -37.0% | +56.9% | +17.1% |
| All | +221.8% | +70.7% | +151.1% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling