+14.2%
FXI vs CG
+321.9%
-307.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | -2.8% | -9.8% | +7.0% | -0.1% |
| 30D | -3.7% | -10.3% | +6.6% | -1.1% |
| 3M | -0.4% | -1.7% | +1.3% | -0.5% |
| 6M | -5.4% | -9.8% | +4.4% | -3.6% |
| YTD | -9.6% | -25.6% | +16.0% | -3.5% |
| 1Y | -11.9% | -32.5% | +20.6% | -3.8% |
| 3Y | +37.8% | +45.6% | -7.8% | +14.6% |
| 5Y | -7.0% | +3.7% | -10.7% | -17.4% |
| All | +14.2% | +321.9% | -307.7% | -31.5% |
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