+19.2%
FXI vs CVE
+149.3%
-130.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -4.2% | +5.9% | -10.1% | -5.1% |
| 30D | -1.1% | -10.9% | +9.7% | +0.4% |
| 3M | -4.0% | -4.5% | +0.6% | -3.7% |
| 6M | -11.8% | -1.0% | -10.9% | -12.3% |
| YTD | -11.9% | +74.7% | -86.6% | -20.3% |
| 1Y | -16.1% | +65.8% | -81.9% | -23.6% |
| 3Y | +38.8% | +73.2% | -34.4% | +23.8% |
| 5Y | -9.1% | +155.6% | -164.7% | -25.0% |
| All | +19.2% | +149.3% | -130.1% | -14.5% |
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