+213.9%
FXI vs CAH
+1,137.9%
-924.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.3% | -1.4% |
| 7D | -1.0% | +0.5% | -1.4% | -1.2% |
| 30D | -3.2% | +1.7% | -5.0% | -4.0% |
| 3M | +1.7% | +17.9% | -16.2% | -5.1% |
| 6M | -1.6% | +10.9% | -12.5% | -6.3% |
| YTD | -7.9% | +17.9% | -25.8% | -14.9% |
| 1Y | -9.6% | +61.7% | -71.3% | -27.3% |
| 3Y | +40.5% | +183.7% | -143.3% | -13.3% |
| 5Y | -6.2% | +401.3% | -407.6% | -56.5% |
| 10Y | +14.2% | +293.7% | -279.5% | -47.9% |
| All | +213.9% | +1,137.9% | -924.0% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling