+213.9%
FXI vs CMI
+4,744.3%
-4,530.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -1.0% | +1.9% | -2.8% | -1.8% |
| 30D | -3.2% | -12.5% | +9.3% | +2.9% |
| 3M | +1.7% | -16.2% | +17.9% | +9.0% |
| 6M | -1.6% | +4.9% | -6.4% | -6.0% |
| YTD | -7.9% | +11.1% | -19.0% | -15.2% |
| 1Y | -9.6% | +43.4% | -53.0% | -26.9% |
| 3Y | +40.5% | +154.1% | -113.6% | -16.1% |
| 5Y | -6.2% | +169.5% | -175.7% | -46.9% |
| 10Y | +14.2% | +503.8% | -489.6% | -60.3% |
| All | +213.9% | +4,744.3% | -4,530.4% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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