+221.8%
FXI vs CI
+1,249.4%
-1,027.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.0% |
| 7D | +1.0% | +1.3% | -0.3% | +0.6% |
| 30D | -0.6% | +4.4% | -5.0% | -2.0% |
| 3M | +1.9% | +0.7% | +1.3% | +1.3% |
| 6M | -0.2% | +0.3% | -0.5% | -1.1% |
| YTD | -5.6% | +3.8% | -9.4% | -7.7% |
| 1Y | -4.7% | -5.5% | +0.8% | -4.9% |
| 3Y | +38.0% | +8.1% | +29.9% | +26.9% |
| 5Y | -2.7% | +42.8% | -45.5% | -21.6% |
| 10Y | +19.9% | +143.9% | -124.0% | -28.1% |
| All | +221.8% | +1,249.4% | -1,027.7% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling