+19.2%
FXI vs CSGP
+65.8%
-46.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.7% |
| 7D | -4.2% | +1.3% | -5.5% | -4.5% |
| 30D | -1.1% | +2.8% | -3.9% | -2.5% |
| 3M | -4.0% | -6.3% | +2.4% | -3.4% |
| 6M | -11.8% | -3.2% | -8.7% | -12.7% |
| YTD | -11.9% | -54.0% | +42.1% | +4.3% |
| 1Y | -16.1% | -54.8% | +38.7% | -0.3% |
| 3Y | +38.8% | -60.6% | +99.4% | +66.8% |
| 5Y | -9.1% | -62.6% | +53.6% | +8.0% |
| All | +19.2% | +65.8% | -46.7% | -0.2% |
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