+221.8%
FXI vs CMS
+1,297.0%
-1,075.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +1.0% | +0.4% | +0.7% | +0.8% |
| 30D | -0.6% | -3.6% | +3.0% | +1.2% |
| 3M | +1.9% | -1.9% | +3.8% | +2.4% |
| 6M | -0.2% | -11.0% | +10.8% | +5.3% |
| YTD | -5.6% | +0.2% | -5.8% | -6.7% |
| 1Y | -4.7% | -1.3% | -3.3% | -5.4% |
| 3Y | +38.0% | +35.9% | +2.1% | +12.5% |
| 5Y | -2.7% | +23.1% | -25.8% | -19.3% |
| 10Y | +19.9% | +117.9% | -98.0% | -41.1% |
| All | +221.8% | +1,297.0% | -1,075.2% | -62.6% |
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