+35.7%
FXI vs CG
+351.2%
-315.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +2.0% |
| 7D | +1.0% | -4.3% | +5.4% | +2.2% |
| 30D | -0.6% | -5.1% | +4.5% | +0.6% |
| 3M | +1.9% | +8.7% | -6.8% | -1.0% |
| 6M | -0.2% | -9.2% | +9.1% | +1.6% |
| YTD | -5.6% | -18.9% | +13.3% | -1.5% |
| 1Y | -4.7% | -25.6% | +21.0% | +1.5% |
| 3Y | +38.0% | +57.3% | -19.2% | +12.8% |
| 5Y | -2.7% | +10.2% | -12.8% | -14.6% |
| 10Y | +19.9% | +364.2% | -344.3% | -35.1% |
| All | +35.7% | +351.2% | -315.5% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling