+20.0%
FXI vs CVE
+144.4%
-124.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.8% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -0.6% | -10.8% | +10.2% | +0.9% |
| 3M | -4.9% | -4.3% | -0.5% | -4.6% |
| 6M | -8.8% | -1.5% | -7.3% | -9.3% |
| YTD | -10.7% | +70.7% | -81.5% | -19.0% |
| 1Y | -15.2% | +58.1% | -73.3% | -22.2% |
| 3Y | +42.5% | +69.8% | -27.4% | +27.5% |
| 5Y | -7.8% | +148.9% | -156.8% | -23.7% |
| 10Y | +20.0% | +143.5% | -123.6% | -13.7% |
| All | +20.0% | +144.4% | -124.4% | -13.7% |
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