+15.0%
FXI vs CFG
+308.1%
-293.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -5.3% | -4.5% | -0.8% | -4.4% |
| 3M | +0.3% | +6.3% | -6.0% | -1.2% |
| 6M | -4.6% | +20.6% | -25.2% | -8.8% |
| YTD | -9.1% | +21.2% | -30.3% | -13.4% |
| 1Y | -12.0% | +38.2% | -50.2% | -18.6% |
| 3Y | +38.6% | +185.9% | -147.3% | +5.8% |
| 5Y | -6.6% | +97.0% | -103.6% | -23.7% |
| 10Y | +15.0% | +306.8% | -291.8% | -28.0% |
| All | +15.0% | +308.1% | -293.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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