+1,186.9%
CB vs FXI
+221.5%
+965.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.4% |
| 7D | +0.5% | +1.0% | -0.6% | +0.1% |
| 30D | -3.1% | -0.6% | -2.6% | -3.0% |
| 3M | +9.0% | +1.9% | +7.0% | +8.0% |
| 6M | +2.9% | -0.2% | +3.0% | +2.3% |
| YTD | +10.1% | -5.6% | +15.7% | +11.4% |
| 1Y | +22.8% | -4.7% | +27.5% | +23.5% |
| 3Y | +73.8% | +38.0% | +35.8% | +47.2% |
| 5Y | +99.2% | -2.7% | +101.8% | +83.3% |
| 10Y | +218.2% | +19.9% | +198.3% | +159.5% |
| All | +1,186.9% | +221.5% | +965.3% | +541.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling