+12.8%
FXI vs CVE
+62.8%
-50.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.6% |
| 7D | +6.9% | -14.1% | +21.0% | +10.1% |
| 30D | +3.5% | -11.6% | +15.1% | +5.8% |
| 3M | -3.2% | 0.0% | -3.2% | -3.8% |
| 6M | -3.5% | -8.4% | +4.9% | -2.8% |
| YTD | -8.1% | +65.9% | -74.0% | -18.9% |
| 1Y | -10.5% | +69.4% | -79.9% | -21.6% |
| 3Y | +43.0% | +55.9% | -12.9% | +25.2% |
| 5Y | -0.1% | +146.2% | -146.2% | -23.6% |
| 10Y | +22.7% | +140.6% | -117.9% | -19.0% |
| All | +12.8% | +62.8% | -50.0% | -21.6% |
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 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