+19.1%
FXI vs CSGP
+63.3%
-44.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +1.1% |
| 7D | +5.7% | +1.3% | +4.4% | +5.3% |
| 30D | +4.6% | +10.7% | -6.1% | +1.3% |
| 3M | -2.8% | +3.3% | -6.1% | -4.7% |
| 6M | -6.1% | -10.3% | +4.3% | -5.3% |
| YTD | -8.0% | -54.6% | +46.5% | +9.2% |
| 1Y | -11.3% | -54.6% | +43.3% | +5.2% |
| 3Y | +42.6% | -60.3% | +103.0% | +70.8% |
| 5Y | -0.1% | -63.3% | +63.2% | +19.2% |
| All | +19.1% | +63.3% | -44.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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