+639.7%
CEG vs FXI
+2.8%
+636.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.6% |
| 7D | +6.7% | -1.0% | +7.6% | +6.9% |
| 30D | +11.0% | -3.2% | +14.2% | +11.7% |
| 3M | +19.5% | +1.7% | +17.8% | +18.9% |
| 6M | -5.9% | -1.6% | -4.3% | -5.6% |
| YTD | -15.0% | -7.9% | -7.1% | -13.5% |
| 1Y | +0.6% | -9.6% | +10.3% | +2.8% |
| 3Y | +180.6% | +40.5% | +140.2% | +160.7% |
| All | +639.7% | +2.8% | +636.9% | +664.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling