+213.9%
FXI vs CNC
+1,053.2%
-839.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -1.8% |
| 7D | -1.0% | -1.0% | 0.0% | -0.8% |
| 30D | -3.2% | -1.8% | -1.4% | -3.0% |
| 3M | +1.7% | -0.7% | +2.4% | +1.4% |
| 6M | -1.6% | +47.9% | -49.5% | -9.7% |
| YTD | -7.9% | +56.9% | -64.8% | -16.8% |
| 1Y | -9.6% | +123.9% | -133.5% | -24.4% |
| 3Y | +40.5% | -1.3% | +41.7% | +31.9% |
| 5Y | -6.2% | +2.8% | -9.0% | -14.7% |
| 10Y | +14.2% | +90.9% | -76.7% | -15.2% |
| All | +213.9% | +1,053.2% | -839.3% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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