-1.2%
FXI vs CF
+119.1%
-120.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | +0.7% |
| 7D | +6.9% | +0.4% | +6.5% | +6.8% |
| 30D | +3.5% | +2.2% | +1.3% | +3.3% |
| 3M | -3.2% | +2.1% | -5.3% | -3.4% |
| 6M | -3.5% | -6.5% | +3.0% | -3.4% |
| YTD | -8.1% | +55.6% | -63.6% | -12.4% |
| 1Y | -10.5% | +42.3% | -52.8% | -14.1% |
| 3Y | +43.0% | +55.7% | -12.7% | +35.1% |
| All | -1.2% | +119.1% | -120.3% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling