+165.9%
FXI vs CF
+5,948.3%
-5,782.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +2.5% |
| 7D | +1.0% | +6.0% | -5.0% | -0.8% |
| 30D | -0.6% | +14.8% | -15.4% | -4.8% |
| 3M | +1.9% | +14.1% | -12.1% | -2.6% |
| 6M | -0.2% | +28.5% | -28.7% | -10.1% |
| YTD | -5.6% | +74.9% | -80.5% | -23.0% |
| 1Y | -4.7% | +61.7% | -66.4% | -20.7% |
| 3Y | +38.0% | +80.3% | -42.3% | +8.0% |
| 5Y | -2.7% | +226.0% | -228.6% | -42.3% |
| 10Y | +19.9% | +569.9% | -549.9% | -52.7% |
| All | +165.9% | +5,948.3% | -5,782.4% | -60.7% |
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 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