-6.5%
FXI vs CHTR
-81.7%
+75.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | 0.0% |
| 7D | -3.9% | -4.1% | +0.2% | -3.5% |
| 30D | -2.1% | -3.0% | +0.9% | -2.0% |
| 3M | -0.5% | +4.8% | -5.2% | -1.3% |
| 6M | -4.5% | -35.0% | +30.5% | -1.3% |
| YTD | -9.2% | -30.2% | +20.9% | -7.2% |
| 1Y | -13.8% | -44.8% | +31.0% | -9.2% |
| 3Y | +36.6% | -66.6% | +103.1% | +52.2% |
| All | -6.5% | -81.7% | +75.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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