+15.0%
FXI vs CPB
-44.2%
+59.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.3% |
| 7D | -2.8% | -8.0% | +5.2% | -2.7% |
| 30D | -5.3% | -2.4% | -2.9% | -5.3% |
| 3M | +0.3% | +0.5% | -0.2% | +0.3% |
| 6M | -4.6% | -10.5% | +5.9% | -4.5% |
| YTD | -9.1% | -17.5% | +8.4% | -8.9% |
| 1Y | -12.0% | -31.0% | +19.1% | -11.5% |
| 3Y | +38.6% | -40.6% | +79.3% | +39.2% |
| 5Y | -6.6% | -37.7% | +31.2% | -6.7% |
| 10Y | +15.0% | -43.4% | +58.4% | +15.5% |
| All | +15.0% | -44.2% | +59.2% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling