+639.5%
CEG vs FXI
+5.4%
+634.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.5% |
| 7D | +8.0% | +1.0% | +7.0% | +7.8% |
| 30D | +12.9% | -0.6% | +13.5% | +13.1% |
| 3M | +13.2% | +1.9% | +11.2% | +12.6% |
| 6M | -7.0% | -0.2% | -6.8% | -7.1% |
| YTD | -15.0% | -5.6% | -9.4% | -14.0% |
| 1Y | -2.7% | -4.7% | +1.9% | -1.7% |
| 3Y | +184.1% | +38.0% | +146.0% | +164.4% |
| All | +639.5% | +5.4% | +634.1% | +660.0% |
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