+43.8%
FXI vs CNH
+12.3%
+31.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.6% |
| 7D | +1.0% | +23.3% | -22.2% | -3.8% |
| 30D | -0.6% | +33.5% | -34.0% | -7.3% |
| 3M | +1.9% | +32.7% | -30.8% | -5.3% |
| 6M | -0.2% | +22.2% | -22.3% | -5.7% |
| YTD | -5.6% | +57.7% | -63.3% | -17.5% |
| 1Y | -4.7% | +28.0% | -32.6% | -11.5% |
| All | +43.8% | +12.3% | +31.4% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling