+1,279.3%
CB vs FXI
+213.2%
+1,066.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.2% | +5.7% | -5.4% | -1.6% |
| 30D | +9.1% | +4.6% | +4.5% | +7.3% |
| 3M | +3.4% | -2.8% | +6.2% | +4.2% |
| 6M | +14.1% | -6.1% | +20.2% | +16.0% |
| YTD | +18.0% | -8.0% | +26.1% | +20.4% |
| 1Y | +30.1% | -11.3% | +41.5% | +34.3% |
| 3Y | +71.8% | +42.6% | +29.1% | +43.7% |
| 5Y | +101.8% | -0.1% | +101.9% | +83.6% |
| 10Y | +252.1% | +22.7% | +229.4% | +183.9% |
| All | +1,279.3% | +213.2% | +1,066.1% | +593.0% |
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