-6.5%
FXI vs CAH
+401.2%
-407.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -2.8% | -2.2% | -0.5% | -2.6% |
| 30D | -5.3% | +1.2% | -6.5% | -5.4% |
| 3M | +0.3% | +13.1% | -12.8% | -0.6% |
| 6M | -4.6% | +8.5% | -13.0% | -5.1% |
| YTD | -9.1% | +17.6% | -26.7% | -10.2% |
| 1Y | -12.0% | +60.7% | -72.6% | -15.5% |
| 3Y | +38.6% | +183.2% | -144.5% | +24.4% |
| All | -6.5% | +401.2% | -407.7% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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