+19.2%
FXI vs CNH
+106.0%
-86.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -4.2% | +3.0% | -7.2% | -5.3% |
| 30D | -1.1% | -0.6% | -0.5% | -1.4% |
| 3M | -4.0% | +14.6% | -18.6% | -8.8% |
| 6M | -11.8% | +11.8% | -23.6% | -16.5% |
| YTD | -11.9% | +30.4% | -42.3% | -21.1% |
| 1Y | -16.1% | +19.1% | -35.2% | -22.9% |
| 3Y | +38.8% | +30.2% | +8.6% | +21.2% |
| 5Y | -9.1% | -17.8% | +8.7% | -11.3% |
| All | +19.2% | +106.0% | -86.9% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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