-9.6%
FXI vs CP
+19.5%
-29.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.4% |
| 7D | -1.0% | +2.4% | -3.4% | -1.3% |
| 30D | -3.2% | -0.5% | -2.7% | -3.2% |
| 3M | +1.7% | +1.4% | +0.3% | +1.3% |
| 6M | -1.6% | +10.3% | -11.9% | -4.0% |
| YTD | -7.9% | +24.3% | -32.2% | -12.6% |
| 1Y | -9.6% | +20.4% | -30.1% | -12.7% |
| All | -9.6% | +19.5% | -29.1% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling