+42.6%
FXI vs CSGP
-60.4%
+103.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +0.5% |
| 7D | +5.7% | +1.3% | +4.4% | +5.5% |
| 30D | +4.6% | +10.7% | -6.1% | +3.0% |
| 3M | -2.8% | +3.3% | -6.1% | -3.6% |
| 6M | -6.1% | -10.3% | +4.3% | -5.6% |
| YTD | -8.0% | -54.6% | +46.5% | +1.2% |
| 1Y | -11.3% | -54.6% | +43.3% | -2.5% |
| 3Y | +42.6% | -60.3% | +103.0% | +55.8% |
| All | +42.6% | -60.4% | +103.1% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling