+16.0%
FXI vs CFG
+360.2%
-344.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -1.5% |
| 7D | +4.4% | +0.3% | +4.1% | +4.3% |
| 30D | +1.2% | +3.2% | -2.0% | +0.4% |
| 3M | -4.2% | -9.7% | +5.5% | -2.0% |
| 6M | -6.2% | +3.6% | -9.9% | -7.5% |
| YTD | -8.8% | +14.7% | -23.5% | -12.4% |
| 1Y | -11.6% | +29.6% | -41.2% | -17.7% |
| 3Y | +45.1% | +190.6% | -145.4% | +7.3% |
| 5Y | -1.2% | +67.1% | -68.3% | -17.8% |
| 10Y | +20.1% | +237.0% | -217.0% | -27.6% |
| All | +16.0% | +360.2% | -344.1% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling