+20.1%
FXI vs CMS
+127.7%
-107.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | +4.4% | -0.9% | +5.3% | +4.5% |
| 30D | +1.2% | +7.1% | -5.8% | +0.2% |
| 3M | -4.2% | -1.3% | -2.9% | -4.0% |
| 6M | -6.2% | -2.7% | -3.6% | -6.0% |
| YTD | -8.8% | +2.6% | -11.4% | -9.4% |
| 1Y | -11.6% | -2.0% | -9.6% | -11.6% |
| 3Y | +45.1% | +39.6% | +5.5% | +36.5% |
| 5Y | -1.2% | +35.3% | -36.5% | -7.6% |
| 10Y | +20.1% | +132.3% | -112.3% | +6.1% |
| All | +20.1% | +127.7% | -107.6% | +6.1% |
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