+19.2%
FXI vs CG
+274.5%
-255.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.2% |
| 7D | -4.2% | -1.5% | -2.7% | -3.9% |
| 30D | -2.0% | +5.7% | -7.7% | -3.7% |
| 3M | -5.0% | -17.9% | +12.9% | -0.5% |
| 6M | -9.6% | -20.2% | +10.6% | -5.0% |
| YTD | -11.9% | -32.0% | +20.1% | -4.1% |
| 1Y | -16.7% | -27.0% | +10.4% | -11.1% |
| 3Y | +40.6% | +42.8% | -2.1% | +17.0% |
| 5Y | -9.1% | -23.4% | +14.4% | -12.0% |
| All | +19.2% | +274.5% | -255.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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