+15.0%
FXI vs CI
+143.6%
-128.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -2.8% | -1.1% | -1.7% | -2.6% |
| 30D | -5.3% | +0.5% | -5.8% | -5.4% |
| 3M | +0.3% | -5.2% | +5.5% | +1.1% |
| 6M | -4.6% | +4.3% | -8.9% | -5.7% |
| YTD | -9.1% | +2.8% | -11.9% | -10.0% |
| 1Y | -12.0% | -5.8% | -6.2% | -11.9% |
| 3Y | +38.6% | +4.7% | +33.9% | +32.8% |
| 5Y | -6.6% | +42.7% | -49.3% | -19.4% |
| 10Y | +15.0% | +141.0% | -125.9% | -12.9% |
| All | +15.0% | +143.6% | -128.6% | -12.9% |
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