+14.2%
FXI vs CMS
+117.1%
-103.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.5% |
| 7D | -1.0% | +1.2% | -2.2% | -1.1% |
| 30D | -3.2% | -3.2% | -0.1% | -2.8% |
| 3M | +1.7% | -2.2% | +3.9% | +1.9% |
| 6M | -1.6% | -9.4% | +7.9% | -0.2% |
| YTD | -7.9% | +0.7% | -8.6% | -8.3% |
| 1Y | -9.6% | +0.4% | -10.0% | -10.0% |
| 3Y | +40.5% | +35.2% | +5.3% | +32.4% |
| 5Y | -6.2% | +24.1% | -30.4% | -11.1% |
| 10Y | +14.2% | +115.8% | -101.6% | -3.1% |
| All | +14.2% | +117.1% | -103.0% | -3.1% |
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