+20.1%
FXI vs CNH
+134.0%
-113.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.9% | -11.7% | -3.8% |
| 7D | +4.4% | +8.6% | -4.2% | +1.8% |
| 30D | +1.2% | +12.6% | -11.3% | -2.4% |
| 3M | -4.2% | +17.5% | -21.7% | -9.6% |
| 6M | -6.2% | +18.1% | -24.3% | -12.4% |
| YTD | -8.8% | +40.4% | -49.2% | -19.9% |
| 1Y | -11.6% | +34.0% | -45.6% | -21.4% |
| 3Y | +45.1% | +35.3% | +9.8% | +25.6% |
| 5Y | -1.2% | -5.1% | +3.9% | -7.5% |
| 10Y | +20.1% | +124.0% | -104.0% | -11.4% |
| All | +20.1% | +134.0% | -113.9% | -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