+45.1%
FXI vs CNP
+63.4%
-18.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +4.4% | -4.3% | +8.7% | +4.7% |
| 30D | +1.2% | +5.7% | -4.5% | +0.5% |
| 3M | -4.2% | +0.9% | -5.1% | -4.3% |
| 6M | -6.2% | -1.1% | -5.2% | -6.4% |
| YTD | -8.8% | +8.3% | -17.1% | -10.4% |
| 1Y | -11.6% | +5.9% | -17.5% | -12.9% |
| 3Y | +45.1% | +64.6% | -19.5% | +30.6% |
| All | +45.1% | +63.4% | -18.3% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling