+18.5%
FXI vs CPAY
+1,524.4%
-1,505.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -2.8% | -2.5% | -0.3% | -2.0% |
| 30D | -5.3% | +1.3% | -6.6% | -5.8% |
| 3M | +0.3% | +13.5% | -13.1% | -3.9% |
| 6M | -4.6% | +24.7% | -29.3% | -12.0% |
| YTD | -9.1% | +34.9% | -44.0% | -19.0% |
| 1Y | -12.0% | +29.7% | -41.7% | -20.8% |
| 3Y | +38.6% | +49.4% | -10.7% | +15.2% |
| 5Y | -6.6% | +53.5% | -60.0% | -24.6% |
| 10Y | +15.0% | +152.5% | -137.4% | -27.3% |
| All | +18.5% | +1,524.4% | -1,505.8% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling