-2.8%
FXI vs CSGP
-63.3%
+60.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | +3.7% | -3.2% | +6.8% | +4.3% |
| 30D | +0.5% | +2.2% | -1.7% | -0.5% |
| 3M | -5.7% | -3.7% | -2.0% | -5.9% |
| 6M | -6.9% | -7.4% | +0.5% | -6.8% |
| YTD | -9.5% | -54.9% | +45.4% | +5.4% |
| 1Y | -14.0% | -54.9% | +40.9% | 0.0% |
| 3Y | +44.5% | -61.9% | +106.5% | +70.9% |
| 5Y | -2.8% | -63.1% | +60.3% | +12.5% |
| All | -2.8% | -63.3% | +60.6% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling