+44.0%
FXI vs CDW
+1,014.9%
-970.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.5% |
| 7D | +3.7% | +13.1% | -9.4% | +0.1% |
| 30D | +0.5% | +19.1% | -18.6% | -4.6% |
| 3M | -5.7% | +24.7% | -30.4% | -12.1% |
| 6M | -6.9% | +63.4% | -70.3% | -20.8% |
| YTD | -9.5% | +26.3% | -35.8% | -18.4% |
| 1Y | -14.0% | +20.6% | -34.6% | -21.4% |
| 3Y | +44.5% | -16.3% | +60.9% | +44.6% |
| 5Y | -2.8% | -3.9% | +1.1% | -9.4% |
| 10Y | +20.3% | +331.5% | -311.2% | -38.3% |
| All | +44.0% | +1,014.9% | -970.9% | -39.5% |
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