-16.7%
FXI vs CSGP
-55.9%
+39.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -4.2% | -6.1% | +1.9% | -3.9% |
| 30D | -2.0% | +0.3% | -2.4% | -2.2% |
| 3M | -5.0% | -1.3% | -3.7% | -5.1% |
| 6M | -9.6% | -8.9% | -0.7% | -9.8% |
| YTD | -11.9% | -55.2% | +43.3% | -9.2% |
| 1Y | -16.7% | -56.4% | +39.7% | -13.8% |
| All | -16.7% | -55.9% | +39.3% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling