-13.4%
FXI vs CMS
-1.1%
-12.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.8% |
| 7D | +4.4% | -0.9% | +5.3% | +4.3% |
| 30D | +1.2% | +7.1% | -5.8% | +1.7% |
| 3M | -4.2% | -1.3% | -2.9% | -4.2% |
| 6M | -6.2% | -2.7% | -3.6% | -6.8% |
| YTD | -8.8% | +2.6% | -11.4% | -8.4% |
| All | -13.4% | -1.1% | -12.3% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling