+204.2%
FXI vs CPB
+69.8%
+134.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -1.9% | -4.1% | +2.1% | -0.8% |
| 30D | -0.6% | +16.9% | -17.6% | -5.0% |
| 3M | -4.9% | -0.6% | -4.3% | -5.2% |
| 6M | -8.8% | +11.4% | -20.2% | -12.5% |
| YTD | -10.7% | -14.8% | +4.1% | -8.1% |
| 1Y | -15.2% | -24.8% | +9.5% | -9.6% |
| 3Y | +42.5% | -36.6% | +79.1% | +56.1% |
| 5Y | -7.8% | -33.3% | +25.5% | -4.7% |
| 10Y | +20.0% | -40.4% | +60.4% | +18.3% |
| All | +204.2% | +69.8% | +134.4% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling