-16.1%
FXI vs CF
+50.1%
-66.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.2% | +4.8% | -9.0% | -3.9% |
| 30D | -1.1% | +4.7% | -5.8% | -0.8% |
| 3M | -4.0% | +7.4% | -11.4% | -3.4% |
| 6M | -11.8% | +0.6% | -12.4% | -11.8% |
| YTD | -11.9% | +64.1% | -76.0% | -15.0% |
| 1Y | -16.1% | +51.4% | -67.5% | -18.7% |
| All | -16.1% | +50.1% | -66.2% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling