+15.8%
FXI vs CVE
+89.9%
-74.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +1.0% | +2.5% | -1.5% | +0.5% |
| 30D | -0.6% | +16.7% | -17.3% | -3.9% |
| 3M | +1.9% | +9.3% | -7.4% | -0.4% |
| 6M | -0.2% | +43.6% | -43.8% | -8.4% |
| YTD | -5.6% | +93.6% | -99.2% | -19.0% |
| 1Y | -4.7% | +98.8% | -103.4% | -18.9% |
| 3Y | +38.0% | +73.6% | -35.6% | +18.5% |
| 5Y | -2.7% | +312.5% | -315.1% | -33.3% |
| 10Y | +19.9% | +161.0% | -141.1% | -21.1% |
| All | +15.8% | +89.9% | -74.1% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling