+32.2%
CB vs FXI
-10.5%
+42.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +2.6% |
| 7D | +5.3% | +6.6% | -1.3% | +6.1% |
| 30D | +13.2% | +2.2% | +11.0% | +13.4% |
| 3M | +7.8% | -4.7% | +12.5% | +6.8% |
| 6M | +15.8% | -4.7% | +20.4% | +14.8% |
| YTD | +21.0% | -9.0% | +30.0% | +19.5% |
| 1Y | +32.2% | -10.5% | +42.7% | +30.1% |
| All | +32.2% | -10.5% | +42.7% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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