+30.1%
FXI vs CG
+300.6%
-270.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | +3.7% | +2.0% | +1.7% | +3.0% |
| 30D | +0.5% | +8.5% | -8.0% | -2.0% |
| 3M | -5.7% | -12.1% | +6.4% | -2.9% |
| 6M | -6.9% | -16.4% | +9.5% | -3.2% |
| YTD | -9.5% | -28.0% | +18.5% | -2.7% |
| 1Y | -14.0% | -18.9% | +4.9% | -10.8% |
| 3Y | +44.5% | +51.2% | -6.7% | +18.8% |
| 5Y | -2.8% | -15.9% | +13.1% | -8.1% |
| 10Y | +20.3% | +305.9% | -285.6% | -32.6% |
| All | +30.1% | +300.6% | -270.4% | -28.1% |
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