-7.8%
FXI vs CBRE
+28.0%
-35.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -1.9% | -4.6% | +2.7% | -0.5% |
| 30D | -0.6% | +3.0% | -3.6% | -1.8% |
| 3M | -4.9% | -8.7% | +3.9% | -2.6% |
| 6M | -8.8% | -7.9% | -0.9% | -7.3% |
| YTD | -10.7% | -16.3% | +5.6% | -7.2% |
| 1Y | -15.2% | -13.1% | -2.1% | -13.1% |
| 3Y | +42.5% | +83.1% | -40.6% | +3.3% |
| 5Y | -7.8% | +27.7% | -35.6% | -25.2% |
| All | -7.8% | +28.0% | -35.9% | -25.2% |
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