+17.0%
FXI vs CFG
+347.0%
-330.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.2% |
| 7D | +5.7% | -0.9% | +6.5% | +5.9% |
| 30D | +4.6% | +1.1% | +3.5% | +4.3% |
| 3M | -2.8% | -12.0% | +9.2% | +0.1% |
| 6M | -6.1% | -2.2% | -3.8% | -6.0% |
| YTD | -8.0% | +11.4% | -19.4% | -11.1% |
| 1Y | -11.3% | +27.8% | -39.2% | -17.1% |
| 3Y | +42.6% | +173.3% | -130.7% | +7.1% |
| 5Y | -0.1% | +62.4% | -62.5% | -16.2% |
| 10Y | +22.7% | +249.6% | -226.8% | -27.7% |
| All | +17.0% | +347.0% | -330.0% | -37.2% |
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