+19.2%
FXI vs CDW
+315.4%
-296.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -4.2% | +9.1% | -13.3% | -6.3% |
| 30D | -2.0% | +13.7% | -15.7% | -5.5% |
| 3M | -5.0% | +27.0% | -32.0% | -11.3% |
| 6M | -9.6% | +75.9% | -85.5% | -23.7% |
| YTD | -11.9% | +28.9% | -40.8% | -20.3% |
| 1Y | -16.7% | +19.6% | -36.3% | -22.9% |
| 3Y | +40.6% | -14.6% | +55.3% | +40.5% |
| 5Y | -9.1% | -3.2% | -5.9% | -14.8% |
| All | +19.2% | +315.4% | -296.3% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling