+213.4%
FXI vs CSGP
+568.4%
-355.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | +6.9% | +13.9% | -7.0% | +1.8% |
| 30D | +3.5% | +16.0% | -12.5% | -3.2% |
| 3M | -3.2% | +6.1% | -9.3% | -7.0% |
| 6M | -3.5% | -8.2% | +4.6% | -3.5% |
| YTD | -8.1% | -52.3% | +44.3% | +15.5% |
| 1Y | -10.5% | -54.5% | +44.0% | +14.1% |
| 3Y | +43.0% | -58.6% | +101.6% | +81.9% |
| 5Y | -0.1% | -61.5% | +61.4% | +25.6% |
| 10Y | +22.7% | +74.7% | -52.0% | -28.4% |
| All | +213.4% | +568.4% | -355.1% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling