+15.0%
FXI vs CNP
+132.2%
-117.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -2.8% | +0.7% | -3.4% | -2.9% |
| 30D | -5.3% | -0.1% | -5.3% | -5.4% |
| 3M | +0.3% | -5.6% | +6.0% | +1.5% |
| 6M | -4.6% | -7.5% | +2.9% | -3.2% |
| YTD | -9.1% | +5.5% | -14.6% | -10.6% |
| 1Y | -12.0% | +8.3% | -20.3% | -14.1% |
| 3Y | +38.6% | +51.8% | -13.1% | +24.1% |
| 5Y | -6.6% | +69.9% | -76.5% | -19.5% |
| 10Y | +15.0% | +139.9% | -124.9% | -21.0% |
| All | +15.0% | +132.2% | -117.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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