-4.6%
FXI vs CAI
-14.7%
+10.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.1% |
| 7D | -4.2% | -8.7% | +4.5% | -4.0% |
| 30D | -1.1% | -23.8% | +22.7% | -0.7% |
| 3M | -4.0% | +3.9% | -7.8% | -4.3% |
| 6M | -11.8% | +56.8% | -68.7% | -13.0% |
| YTD | -11.9% | -14.6% | +2.7% | -12.1% |
| 1Y | -16.1% | -5.2% | -10.9% | -16.5% |
| All | -4.6% | -14.7% | +10.0% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling