-23.6%
CIEN vs FXI
-5.3%
-18.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.2% | +7.2% |
| 7D | +8.7% | -1.9% | +10.7% | +6.7% |
| 30D | -26.9% | -0.6% | -26.3% | -26.2% |
| 3M | -23.6% | -4.9% | -18.7% | -27.0% |
| All | -23.6% | -5.3% | -18.3% | -27.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling