-53.4%
CPNG vs FXI
-12.5%
-40.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.9% |
| 7D | -1.1% | -3.9% | +2.8% | +0.5% |
| 30D | -7.4% | -2.1% | -5.3% | -6.5% |
| 3M | -12.3% | -0.5% | -11.9% | -12.5% |
| 6M | -19.4% | -4.5% | -14.9% | -18.8% |
| YTD | -35.9% | -9.2% | -26.7% | -34.2% |
| 1Y | -53.4% | -13.8% | -39.6% | -51.0% |
| All | -53.4% | -12.5% | -40.9% | -51.0% |
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 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