+50.1%
FXI vs CDW
+903.1%
-853.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +1.0% | +3.2% | -2.1% | +0.1% |
| 30D | -0.6% | +9.3% | -9.8% | -3.3% |
| 3M | +1.9% | +9.8% | -7.9% | -1.7% |
| 6M | -0.2% | +23.3% | -23.5% | -8.7% |
| YTD | -5.6% | +13.7% | -19.2% | -11.8% |
| 1Y | -4.7% | -6.5% | +1.8% | -5.6% |
| 3Y | +38.0% | -25.2% | +63.3% | +43.4% |
| 5Y | -2.7% | -19.5% | +16.8% | -3.7% |
| 10Y | +19.9% | +285.8% | -265.9% | -36.1% |
| All | +50.1% | +903.1% | -853.0% | -34.6% |
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