+31.5%
FXI vs CNH
+64.7%
-33.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.4% |
| 7D | +1.0% | +23.3% | -22.2% | -5.0% |
| 30D | -0.6% | +33.5% | -34.0% | -8.9% |
| 3M | +1.9% | +32.7% | -30.8% | -7.1% |
| 6M | -0.2% | +22.2% | -22.3% | -7.4% |
| YTD | -5.6% | +57.7% | -63.3% | -19.2% |
| 1Y | -4.7% | +28.0% | -32.6% | -13.4% |
| 3Y | +38.0% | +11.5% | +26.5% | +27.5% |
| 5Y | -2.7% | +11.9% | -14.5% | -12.6% |
| 10Y | +19.9% | +162.8% | -142.9% | -22.3% |
| All | +31.5% | +64.7% | -33.1% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling