-6.5%
FXI vs CNI
+12.6%
-19.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.0% |
| 3M | -0.5% | +3.9% | -4.4% | -2.5% |
| 6M | -4.5% | +16.4% | -20.9% | -11.5% |
| YTD | -9.2% | +25.8% | -35.1% | -19.2% |
| 1Y | -13.8% | +32.4% | -46.2% | -25.3% |
| 3Y | +36.6% | +19.1% | +17.5% | +22.2% |
| All | -6.5% | +12.6% | -19.1% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling