+19.1%
FXI vs CVE
+136.1%
-117.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +5.7% | -16.1% | +21.8% | +8.3% |
| 30D | +4.6% | -10.4% | +15.0% | +6.1% |
| 3M | -2.8% | -2.4% | -0.4% | -2.9% |
| 6M | -6.1% | -4.4% | -1.6% | -6.1% |
| YTD | -8.0% | +64.9% | -73.0% | -16.1% |
| 1Y | -11.3% | +66.0% | -77.3% | -19.3% |
| 3Y | +42.6% | +57.7% | -15.0% | +29.0% |
| 5Y | -0.1% | +144.7% | -144.8% | -17.0% |
| All | +19.1% | +136.1% | -117.1% | -14.6% |
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