+34.0%
CDE vs FXI
-12.5%
+46.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.6% |
| 7D | -3.1% | -3.9% | +0.8% | +2.1% |
| 30D | +9.5% | -2.1% | +11.6% | +12.6% |
| 3M | +25.5% | -0.5% | +25.9% | +26.2% |
| 6M | -7.9% | -4.5% | -3.4% | +0.1% |
| YTD | +15.6% | -9.2% | +24.8% | +36.6% |
| 1Y | +34.0% | -13.8% | +47.8% | +65.1% |
| All | +34.0% | -12.5% | +46.5% | +65.1% |
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