+30.1%
CB vs FXI
-11.7%
+41.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.2% | +5.7% | -5.4% | +0.9% |
| 30D | +9.1% | +4.6% | +4.5% | +9.6% |
| 3M | +3.4% | -2.8% | +6.2% | +2.9% |
| 6M | +14.1% | -6.1% | +20.2% | +13.0% |
| YTD | +18.0% | -8.0% | +26.1% | +16.7% |
| 1Y | +30.1% | -11.3% | +41.5% | +28.2% |
| All | +30.1% | -11.7% | +41.8% | +28.2% |
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