-6.5%
FXI vs CPAY
+55.3%
-61.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -3.9% | -2.0% | -1.9% | -3.3% |
| 30D | -2.1% | -0.4% | -1.7% | -2.1% |
| 3M | -0.5% | +16.4% | -16.8% | -5.0% |
| 6M | -4.5% | +23.5% | -28.1% | -11.0% |
| YTD | -9.2% | +35.7% | -44.9% | -18.6% |
| 1Y | -13.8% | +30.2% | -44.0% | -21.9% |
| 3Y | +36.6% | +49.7% | -13.1% | +12.3% |
| All | -6.5% | +55.3% | -61.8% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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