+26.1%
FXI vs CNH
+40.2%
-14.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.6% | +0.5% |
| 7D | +3.7% | +4.5% | -0.8% | +2.1% |
| 30D | +0.5% | +7.6% | -7.1% | -2.0% |
| 3M | -5.7% | +17.0% | -22.7% | -11.0% |
| 6M | -6.9% | +12.9% | -19.8% | -12.0% |
| YTD | -9.5% | +34.3% | -43.7% | -19.5% |
| 1Y | -14.0% | +28.5% | -42.6% | -22.7% |
| 3Y | +44.5% | +31.9% | +12.7% | +26.0% |
| 5Y | -2.8% | -9.6% | +6.8% | -7.7% |
| 10Y | +20.3% | +106.3% | -85.9% | -16.9% |
| All | +26.1% | +40.2% | -14.1% | -9.9% |
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