-2.1%
FXI vs CVE
+135.8%
-137.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +4.4% | -10.1% | +14.4% | +6.1% |
| 30D | +1.2% | -12.1% | +13.3% | +3.2% |
| 3M | -4.2% | -1.9% | -2.3% | -4.5% |
| 6M | -6.2% | -1.8% | -4.4% | -6.9% |
| YTD | -8.8% | +65.8% | -74.6% | -19.0% |
| 1Y | -11.6% | +60.8% | -72.5% | -21.2% |
| 3Y | +45.1% | +70.1% | -25.0% | +25.1% |
| All | -2.1% | +135.8% | -137.9% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling