-11.9%
FXI vs CCI
-17.7%
+5.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.5% |
| 7D | -2.8% | -4.4% | +1.6% | -2.5% |
| 30D | -3.7% | +0.3% | -4.0% | -3.7% |
| 3M | -0.4% | -20.0% | +19.6% | +1.2% |
| 6M | -5.4% | -14.5% | +9.1% | -4.4% |
| YTD | -9.6% | -14.9% | +5.2% | -9.0% |
| 1Y | -11.9% | -17.7% | +5.7% | -12.1% |
| All | -11.9% | -17.7% | +5.7% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling