+213.4%
FXI vs CI
+1,310.1%
-1,096.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.9% |
| 7D | +5.7% | -1.6% | +7.2% | +6.2% |
| 30D | +4.6% | +5.4% | -0.8% | +2.7% |
| 3M | -2.8% | +7.3% | -10.0% | -5.3% |
| 6M | -6.1% | +5.3% | -11.4% | -8.4% |
| YTD | -8.0% | +8.5% | -16.5% | -11.5% |
| 1Y | -11.3% | +17.1% | -28.4% | -17.0% |
| 3Y | +42.6% | +1.4% | +41.2% | +34.3% |
| 5Y | -0.1% | +50.5% | -50.5% | -20.9% |
| 10Y | +22.7% | +168.5% | -145.8% | -29.0% |
| All | +213.4% | +1,310.1% | -1,096.7% | -6.1% |
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