+213.4%
FXI vs CMS
+1,311.6%
-1,098.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +1.1% |
| 7D | +5.7% | -1.3% | +7.0% | +6.4% |
| 30D | +4.6% | +6.3% | -1.7% | +1.2% |
| 3M | -2.8% | -2.1% | -0.7% | -2.0% |
| 6M | -6.1% | -5.1% | -1.0% | -4.3% |
| YTD | -8.0% | +1.3% | -9.3% | -9.8% |
| 1Y | -11.3% | -1.4% | -9.9% | -11.9% |
| 3Y | +42.6% | +36.9% | +5.7% | +15.9% |
| 5Y | -0.1% | +32.5% | -32.6% | -20.7% |
| 10Y | +22.7% | +126.8% | -104.0% | -41.4% |
| All | +213.4% | +1,311.6% | -1,098.2% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling