-4.9%
FXI vs CP
+32.0%
-36.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +1.0% | -2.7% | +3.7% | +2.0% |
| 30D | -0.6% | +0.2% | -0.7% | -0.7% |
| 3M | +1.9% | +2.6% | -0.7% | +0.7% |
| 6M | -0.2% | +6.0% | -6.1% | -2.8% |
| YTD | -5.6% | +24.9% | -30.5% | -13.8% |
| 1Y | -4.7% | +20.1% | -24.8% | -11.8% |
| 3Y | +38.0% | +16.4% | +21.6% | +27.4% |
| All | -4.9% | +32.0% | -36.9% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling