-0.1%
FXI vs CSGP
-62.1%
+62.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +6.9% | +13.9% | -7.0% | +4.3% |
| 30D | +3.5% | +16.0% | -12.5% | 0.0% |
| 3M | -3.2% | +6.1% | -9.3% | -5.1% |
| 6M | -3.5% | -8.2% | +4.6% | -3.1% |
| YTD | -8.1% | -52.3% | +44.3% | +6.0% |
| 1Y | -10.5% | -54.5% | +44.0% | +4.2% |
| 3Y | +43.0% | -58.6% | +101.6% | +65.9% |
| 5Y | -0.1% | -61.5% | +61.4% | +14.1% |
| All | -0.1% | -62.1% | +62.0% | +14.1% |
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