-22.4%
CPNG vs FXI
+35.7%
-58.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -5.4% | -2.8% | -2.6% | -4.4% |
| 30D | -11.1% | -3.7% | -7.4% | -9.8% |
| 3M | -3.0% | -0.4% | -2.6% | -2.9% |
| 6M | -23.5% | -5.4% | -18.1% | -22.2% |
| YTD | -37.8% | -9.6% | -28.2% | -35.8% |
| 1Y | -54.3% | -11.9% | -42.4% | -52.4% |
| All | -22.4% | +35.7% | -58.1% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling