+2.9%
FXI vs CTVA
+211.9%
-209.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.0% |
| 7D | -2.8% | -5.8% | +3.0% | -1.4% |
| 30D | -5.3% | +11.1% | -16.4% | -7.8% |
| 3M | +0.3% | +13.2% | -12.9% | -3.3% |
| 6M | -4.6% | +8.7% | -13.3% | -7.3% |
| YTD | -9.1% | +27.3% | -36.4% | -15.3% |
| 1Y | -12.0% | +18.0% | -30.0% | -16.6% |
| 3Y | +38.6% | +76.5% | -37.8% | +16.8% |
| 5Y | -6.6% | +105.1% | -111.7% | -25.1% |
| All | +2.9% | +211.9% | -209.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling