-54.2%
CDE vs FXI
+209.6%
-263.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.5% |
| 7D | -2.0% | -2.8% | +0.8% | -0.2% |
| 30D | +15.7% | -5.3% | +21.0% | +19.9% |
| 3M | +30.5% | +0.3% | +30.2% | +29.9% |
| 6M | -7.4% | -4.6% | -2.8% | -3.8% |
| YTD | +17.9% | -9.1% | +27.0% | +26.9% |
| 1Y | +46.7% | -12.0% | +58.7% | +61.7% |
| 3Y | +851.3% | +38.6% | +812.6% | +659.2% |
| 5Y | +202.9% | -6.6% | +209.5% | +201.2% |
| 10Y | +58.2% | +15.0% | +43.2% | +32.7% |
| All | -54.2% | +209.6% | -263.8% | -85.1% |
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 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