-3.9%
FXI vs CPB
-39.6%
+35.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.4% |
| 7D | +1.0% | -8.6% | +9.6% | +0.8% |
| 30D | -0.6% | -7.2% | +6.7% | -0.8% |
| 3M | +1.9% | +0.9% | +1.0% | +2.0% |
| 6M | -0.2% | -11.8% | +11.6% | -0.5% |
| YTD | -5.6% | -19.4% | +13.8% | -6.2% |
| 1Y | -4.7% | -30.4% | +25.7% | -5.7% |
| 3Y | +38.0% | -40.2% | +78.2% | +35.8% |
| All | -3.9% | -39.6% | +35.7% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling