-8.4%
FXI vs CTVA
+34.7%
-43.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | -4.2% | -20.8% | +16.6% | -0.5% |
| 30D | -1.1% | -29.6% | +28.5% | +5.2% |
| 3M | -4.0% | -16.9% | +12.9% | -2.2% |
| 6M | -11.8% | -24.3% | +12.4% | -8.6% |
| YTD | -11.9% | -5.6% | -6.3% | -14.3% |
| 1Y | -16.1% | -4.2% | -12.0% | -18.8% |
| 3Y | +38.8% | +43.3% | -4.5% | +18.8% |
| All | -8.4% | +34.7% | -43.1% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling