+38.8%
FXI vs CP
+36.4%
+2.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -4.2% | +2.1% | -6.4% | -4.9% |
| 30D | -1.1% | +9.3% | -10.4% | -3.9% |
| 3M | -4.0% | +0.5% | -4.4% | -4.2% |
| 6M | -11.8% | +10.4% | -22.3% | -15.0% |
| YTD | -11.9% | +28.7% | -40.6% | -20.1% |
| 1Y | -16.1% | +33.2% | -49.3% | -24.9% |
| 3Y | +38.8% | +38.4% | +0.4% | +20.4% |
| All | +38.8% | +36.4% | +2.4% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling