+18.1%
FXI vs CSGP
+45.2%
-27.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +4.0% | +2.1% |
| 7D | +1.0% | -4.1% | +5.1% | +2.0% |
| 30D | -0.6% | +2.3% | -2.9% | -1.4% |
| 3M | +1.9% | -8.2% | +10.1% | +3.3% |
| 6M | -0.2% | -35.1% | +34.9% | +10.0% |
| YTD | -5.6% | -54.0% | +48.4% | +12.9% |
| 1Y | -4.7% | -65.3% | +60.6% | +22.9% |
| 3Y | +38.0% | -62.6% | +100.6% | +69.9% |
| 5Y | -2.7% | -64.8% | +62.1% | +18.5% |
| All | +18.1% | +45.2% | -27.1% | -2.0% |
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