+213.4%
FXI vs CP
+2,175.1%
-1,961.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.9% |
| 7D | +5.7% | +2.8% | +2.9% | +4.1% |
| 30D | +4.6% | +10.2% | -5.6% | -0.8% |
| 3M | -2.8% | +2.4% | -5.1% | -4.3% |
| 6M | -6.1% | +7.7% | -13.7% | -10.4% |
| YTD | -8.0% | +26.0% | -34.0% | -20.0% |
| 1Y | -11.3% | +34.6% | -46.0% | -25.7% |
| 3Y | +42.6% | +26.7% | +16.0% | +20.7% |
| 5Y | -0.1% | +24.9% | -25.0% | -17.1% |
| 10Y | +22.7% | +258.6% | -235.9% | -49.0% |
| All | +213.4% | +2,175.1% | -1,961.6% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling