+251.7%
CB vs FXI
+19.2%
+232.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | -4.2% | +7.1% | +3.8% |
| 30D | +7.3% | -1.1% | +8.4% | +7.5% |
| 3M | +9.4% | -4.0% | +13.4% | +10.1% |
| 6M | +19.6% | -11.8% | +31.5% | +22.2% |
| YTD | +21.5% | -11.9% | +33.4% | +23.9% |
| 1Y | +28.0% | -16.1% | +44.1% | +31.8% |
| 3Y | +74.9% | +38.8% | +36.1% | +57.5% |
| 5Y | +108.1% | -9.1% | +117.2% | +111.2% |
| All | +251.7% | +19.2% | +232.4% | +232.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling