-1.2%
FXI vs CNH
-14.7%
+13.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -0.7% |
| 7D | +5.7% | -1.7% | +7.4% | +6.1% |
| 30D | +4.6% | -7.2% | +11.8% | +6.3% |
| 3M | -2.8% | +6.5% | -9.3% | -5.4% |
| 6M | -6.1% | +7.9% | -13.9% | -9.7% |
| YTD | -8.0% | +26.6% | -34.6% | -16.5% |
| 1Y | -11.3% | +13.8% | -25.1% | -17.0% |
| 3Y | +42.6% | +9.2% | +33.4% | +31.5% |
| All | -1.2% | -14.7% | +13.5% | -5.7% |
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