+16.4%
FXI vs CHTR
+282.5%
-266.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.1% | +6.8% | +0.3% |
| 7D | -2.8% | -15.8% | +13.0% | +0.5% |
| 30D | -5.3% | -12.7% | +7.3% | -3.1% |
| 3M | +0.3% | -1.1% | +1.4% | -0.3% |
| 6M | -4.6% | -39.9% | +35.3% | +3.4% |
| YTD | -9.1% | -35.9% | +26.8% | -3.4% |
| 1Y | -12.0% | -49.2% | +37.2% | -1.7% |
| 3Y | +38.6% | -68.3% | +106.9% | +66.4% |
| 5Y | -6.6% | -83.0% | +76.4% | +30.4% |
| 10Y | +15.0% | -49.3% | +64.3% | +11.7% |
| All | +16.4% | +282.5% | -266.1% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling