-6.2%
FXI vs CBRE
+45.8%
-52.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.3% |
| 7D | -1.0% | -1.5% | +0.6% | -0.5% |
| 30D | -3.2% | -4.0% | +0.8% | -2.2% |
| 3M | +1.7% | +8.0% | -6.3% | -1.4% |
| 6M | -1.6% | +4.0% | -5.5% | -3.6% |
| YTD | -7.9% | -11.5% | +3.6% | -5.6% |
| 1Y | -9.6% | -13.0% | +3.4% | -7.1% |
| 3Y | +40.5% | +66.9% | -26.4% | +8.1% |
| 5Y | -6.2% | +45.0% | -51.3% | -26.6% |
| All | -6.2% | +45.8% | -52.0% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling