+46.2%
FXI vs CDW
+933.5%
-887.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +5.7% | +2.1% | +3.6% | +4.8% |
| 30D | +4.6% | +14.7% | -10.2% | +0.3% |
| 3M | -2.8% | +11.1% | -13.9% | -6.5% |
| 6M | -6.1% | +45.6% | -51.7% | -17.5% |
| YTD | -8.0% | +17.1% | -25.1% | -15.4% |
| 1Y | -11.3% | +13.2% | -24.5% | -17.6% |
| 3Y | +42.6% | -22.2% | +64.8% | +45.5% |
| 5Y | -0.1% | -10.1% | +10.1% | -5.2% |
| 10Y | +22.7% | +307.0% | -284.2% | -36.2% |
| All | +46.2% | +933.5% | -887.3% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling