+518.2%
CEG vs FXI
+2.6%
+515.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -4.7% | +5.7% | -10.4% | -5.9% |
| 30D | -16.6% | +4.6% | -21.1% | -17.4% |
| 3M | -4.1% | -2.8% | -1.3% | -3.6% |
| 6M | -22.3% | -6.1% | -16.2% | -21.4% |
| YTD | -28.9% | -8.0% | -20.9% | -27.7% |
| 1Y | -28.5% | -11.3% | -17.1% | -26.7% |
| 3Y | +104.3% | +42.6% | +61.6% | +89.2% |
| All | +518.2% | +2.6% | +515.6% | +538.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling