-1.8%
CEG vs FXI
-11.6%
+9.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.1% |
| 7D | +1.3% | -2.8% | +4.1% | +2.8% |
| 30D | +8.8% | -5.3% | +14.2% | +11.8% |
| 3M | +17.0% | +0.3% | +16.6% | +16.4% |
| 6M | -8.7% | -4.6% | -4.1% | -6.5% |
| YTD | -16.4% | -9.1% | -7.3% | -11.0% |
| 1Y | -1.8% | -12.0% | +10.2% | +7.4% |
| All | -1.8% | -11.6% | +9.8% | +7.4% |
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