+14.9%
FXI vs CBRE
+404.4%
-389.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | -2.8% | -1.7% | -1.1% | -2.4% |
| 30D | -5.3% | -3.0% | -2.4% | -4.7% |
| 3M | +0.3% | +2.6% | -2.3% | -0.9% |
| 6M | -4.6% | +2.0% | -6.6% | -5.8% |
| YTD | -9.1% | -13.1% | +4.0% | -6.5% |
| 1Y | -12.0% | -13.8% | +1.9% | -9.5% |
| 3Y | +38.6% | +63.9% | -25.2% | +14.0% |
| 5Y | -6.6% | +42.3% | -48.9% | -21.3% |
| All | +14.9% | +404.4% | -389.6% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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