+20.0%
FXI vs CMS
+137.8%
-117.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -1.9% | -1.1% | -0.8% | -1.8% |
| 30D | -0.6% | +6.6% | -7.2% | -1.6% |
| 3M | -4.9% | +0.8% | -5.7% | -5.0% |
| 6M | -8.8% | -3.3% | -5.5% | -8.5% |
| YTD | -10.7% | +2.7% | -13.5% | -11.4% |
| 1Y | -15.2% | -4.0% | -11.2% | -15.0% |
| 3Y | +42.5% | +37.6% | +4.9% | +34.3% |
| 5Y | -7.8% | +35.4% | -43.3% | -13.8% |
| 10Y | +20.0% | +136.0% | -116.0% | +6.5% |
| All | +20.0% | +137.8% | -117.8% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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