+105.9%
CB vs FXI
-8.4%
+114.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | 0.0% | -4.2% | +4.2% | +0.3% |
| 30D | +7.4% | -2.0% | +9.4% | +7.5% |
| 3M | +8.6% | -5.0% | +13.6% | +8.9% |
| 6M | +16.1% | -9.6% | +25.8% | +16.8% |
| YTD | +20.2% | -11.9% | +32.1% | +21.0% |
| 1Y | +27.2% | -16.7% | +43.9% | +28.6% |
| 3Y | +72.7% | +40.6% | +32.0% | +65.9% |
| 5Y | +105.9% | -9.1% | +115.0% | +125.6% |
| All | +105.9% | -8.4% | +114.3% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling