+20.1%
FXI vs CFG
+396.4%
-376.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.0% | +1.5% | -0.5% | +0.7% |
| 30D | -0.6% | -3.8% | +3.3% | +0.3% |
| 3M | +1.9% | +11.5% | -9.6% | -1.0% |
| 6M | -0.2% | +19.2% | -19.4% | -4.7% |
| YTD | -5.6% | +23.7% | -29.3% | -10.9% |
| 1Y | -4.7% | +38.8% | -43.5% | -12.7% |
| 3Y | +38.0% | +178.9% | -140.9% | +3.1% |
| 5Y | -2.7% | +101.8% | -104.5% | -22.7% |
| 10Y | +19.9% | +317.3% | -297.4% | -33.4% |
| All | +20.1% | +396.4% | -376.3% | -37.0% |
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 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