+21.7%
FXI vs CNP
+143.5%
-121.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +3.7% | -3.0% | +6.7% | +4.3% |
| 30D | +0.5% | +6.8% | -6.3% | -1.1% |
| 3M | -5.7% | +3.6% | -9.3% | -6.6% |
| 6M | -6.9% | 0.0% | -6.9% | -7.3% |
| YTD | -9.5% | +9.4% | -18.9% | -11.8% |
| 1Y | -14.0% | +6.8% | -20.9% | -15.8% |
| 3Y | +44.5% | +64.2% | -19.6% | +27.1% |
| 5Y | -2.8% | +76.0% | -78.8% | -16.7% |
| All | +21.7% | +143.5% | -121.8% | -11.9% |
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