+159.0%
FXI vs CF
+5,277.9%
-5,119.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | -0.8% |
| 7D | +6.9% | +0.4% | +6.5% | +6.6% |
| 30D | +3.5% | +2.2% | +1.3% | +2.5% |
| 3M | -3.2% | +2.1% | -5.3% | -4.5% |
| 6M | -3.5% | -6.5% | +3.0% | -3.2% |
| YTD | -8.1% | +55.6% | -63.6% | -22.8% |
| 1Y | -10.5% | +42.3% | -52.8% | -22.9% |
| 3Y | +43.0% | +55.7% | -12.7% | +16.7% |
| 5Y | -0.1% | +122.4% | -122.5% | -32.9% |
| 10Y | +22.7% | +568.5% | -545.8% | -52.0% |
| All | +159.0% | +5,277.9% | -5,119.0% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling