+19.2%
FXI vs CF
+479.1%
-459.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.2% | +4.8% | -9.0% | -4.8% |
| 30D | -1.1% | +4.7% | -5.8% | -1.9% |
| 3M | -4.0% | +7.4% | -11.4% | -5.2% |
| 6M | -11.8% | +0.6% | -12.4% | -12.4% |
| YTD | -11.9% | +64.1% | -76.0% | -20.2% |
| 1Y | -16.1% | +51.4% | -67.5% | -23.1% |
| 3Y | +38.8% | +67.8% | -29.0% | +23.5% |
| 5Y | -9.1% | +114.1% | -123.2% | -26.0% |
| All | +19.2% | +479.1% | -459.9% | -22.4% |
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