-10.5%
FXI vs CDW
+13.2%
-23.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.7% | -8.5% | +4.0% |
| 7D | +6.6% | +3.7% | +2.8% | +6.3% |
| 30D | +2.2% | +26.0% | -23.8% | +1.9% |
| 3M | -4.7% | +10.1% | -14.8% | -5.0% |
| 6M | -4.7% | +26.1% | -30.7% | -4.6% |
| YTD | -9.0% | +25.9% | -34.8% | -8.3% |
| 1Y | -10.5% | +21.5% | -32.1% | -9.4% |
| All | -10.5% | +13.2% | -23.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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