+2.7%
FXI vs CTVA
+208.7%
-206.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -3.9% | -4.5% | +0.6% | -2.8% |
| 30D | -2.1% | +11.3% | -13.4% | -4.7% |
| 3M | -0.5% | +12.3% | -12.8% | -3.9% |
| 6M | -4.5% | +7.2% | -11.7% | -6.9% |
| YTD | -9.2% | +26.0% | -35.3% | -15.2% |
| 1Y | -13.8% | +16.0% | -29.8% | -18.0% |
| 3Y | +36.6% | +73.9% | -37.3% | +15.5% |
| 5Y | -6.7% | +103.8% | -110.5% | -25.1% |
| All | +2.7% | +208.7% | -206.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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