+213.9%
FXI vs CNI
+1,374.4%
-1,160.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -1.0% | +2.5% | -3.5% | -2.6% |
| 30D | -3.2% | -2.5% | -0.7% | -1.7% |
| 3M | +1.7% | +2.7% | -1.0% | -0.7% |
| 6M | -1.6% | +16.9% | -18.5% | -12.6% |
| YTD | -7.9% | +26.3% | -34.2% | -22.8% |
| 1Y | -9.6% | +31.1% | -40.7% | -26.5% |
| 3Y | +40.5% | +21.1% | +19.4% | +17.5% |
| 5Y | -6.2% | +11.0% | -17.3% | -18.7% |
| 10Y | +14.2% | +128.1% | -114.0% | -47.2% |
| All | +213.9% | +1,374.4% | -1,160.5% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling