+20.1%
FXI vs CVE
+136.7%
-116.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +4.4% | -10.1% | +14.4% | +5.9% |
| 30D | +1.2% | -12.1% | +13.3% | +3.0% |
| 3M | -4.2% | -1.9% | -2.3% | -4.3% |
| 6M | -6.2% | -1.8% | -4.4% | -6.7% |
| YTD | -8.8% | +65.8% | -74.6% | -16.9% |
| 1Y | -11.6% | +60.8% | -72.5% | -19.1% |
| 3Y | +45.1% | +70.1% | -25.0% | +29.8% |
| 5Y | -1.2% | +134.8% | -136.0% | -17.5% |
| 10Y | +20.1% | +130.1% | -110.0% | -13.4% |
| All | +20.1% | +136.7% | -116.6% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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