+19.1%
FXI vs CF
+561.7%
-542.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +5.7% | -3.2% | +8.8% | +6.0% |
| 30D | +4.6% | +4.3% | +0.3% | +3.8% |
| 3M | -2.8% | +2.8% | -5.6% | -3.5% |
| 6M | -6.1% | +0.6% | -6.7% | -6.8% |
| YTD | -8.0% | +56.6% | -64.7% | -16.0% |
| 1Y | -11.3% | +49.6% | -60.9% | -18.5% |
| 3Y | +42.6% | +61.5% | -18.9% | +27.9% |
| 5Y | -0.1% | +124.0% | -124.0% | -19.3% |
| All | +19.1% | +561.7% | -542.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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