-6.2%
FXI vs CNH
+7.1%
-13.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.1% | -1.0% |
| 7D | -1.0% | +8.8% | -9.8% | -3.3% |
| 30D | -3.2% | +24.7% | -27.9% | -9.2% |
| 3M | +1.7% | +27.3% | -25.7% | -5.7% |
| 6M | -1.6% | +23.2% | -24.7% | -8.4% |
| YTD | -7.9% | +48.9% | -56.8% | -19.5% |
| 1Y | -9.6% | +19.4% | -29.0% | -15.7% |
| 3Y | +40.5% | +7.8% | +32.7% | +31.7% |
| 5Y | -6.2% | +8.7% | -15.0% | -15.7% |
| All | -6.2% | +7.1% | -13.4% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling