+355.8%
CIEN vs FXI
-9.2%
+365.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +15.3% | -4.2% | +19.5% | +16.9% |
| 30D | -22.0% | -1.1% | -20.9% | -22.0% |
| 3M | -36.6% | -4.0% | -32.7% | -36.0% |
| 6M | -51.5% | -11.8% | -39.6% | -49.5% |
| YTD | +20.0% | -11.9% | +31.9% | +25.2% |
| 1Y | +44.5% | -16.1% | +60.6% | +53.2% |
| 3Y | +539.0% | +38.8% | +500.3% | +471.1% |
| All | +355.8% | -9.2% | +365.0% | +386.7% |
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