-1.6%
FXI vs CAI
-11.0%
+9.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.2% |
| 7D | -2.8% | -3.1% | +0.3% | -2.7% |
| 30D | -5.3% | +2.7% | -8.0% | -5.4% |
| 3M | +0.3% | +41.7% | -41.3% | -0.4% |
| 6M | -4.6% | +26.5% | -31.1% | -5.2% |
| YTD | -9.1% | -10.9% | +1.8% | -9.2% |
| 1Y | -12.0% | -29.2% | +17.3% | -11.4% |
| All | -1.6% | -11.0% | +9.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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