+14.7%
FXI vs CNI
+138.2%
-123.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -3.9% | -0.4% | -3.5% | -3.7% |
| 30D | -2.1% | -2.7% | +0.6% | -0.9% |
| 3M | -0.5% | +3.9% | -4.4% | -2.6% |
| 6M | -4.5% | +16.4% | -20.9% | -11.8% |
| YTD | -9.2% | +25.8% | -35.1% | -19.5% |
| 1Y | -13.8% | +32.4% | -46.2% | -25.6% |
| 3Y | +36.6% | +19.1% | +17.5% | +22.2% |
| 5Y | -6.7% | +13.6% | -20.2% | -15.5% |
| All | +14.7% | +138.2% | -123.5% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling