-4.4%
FXI vs CHYM
-23.3%
+18.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -3.9% | -2.3% | -1.6% | -3.8% |
| 30D | -2.1% | +4.4% | -6.5% | -2.4% |
| 3M | -0.5% | +91.3% | -91.8% | -5.0% |
| 6M | -4.5% | +44.0% | -48.5% | -7.1% |
| YTD | -9.2% | +31.1% | -40.4% | -11.2% |
| 1Y | -13.8% | +37.8% | -51.6% | -16.3% |
| All | -4.4% | -23.3% | +18.9% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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