+20.3%
FXI vs CI
+147.8%
-127.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.2% |
| 7D | +3.7% | +2.6% | +1.1% | +3.2% |
| 30D | +0.5% | +7.3% | -6.8% | -0.9% |
| 3M | -5.7% | +9.5% | -15.2% | -7.4% |
| 6M | -6.9% | +6.4% | -13.3% | -8.3% |
| YTD | -9.5% | +12.0% | -21.5% | -11.9% |
| 1Y | -14.0% | +20.1% | -34.1% | -17.5% |
| 3Y | +44.5% | +9.6% | +35.0% | +37.6% |
| 5Y | -2.8% | +52.7% | -55.5% | -17.2% |
| 10Y | +20.3% | +150.3% | -129.9% | -11.9% |
| All | +20.3% | +147.8% | -127.5% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling