+421.5%
CARR vs FXI
+18.6%
+402.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -3.8% | -3.9% | +0.1% | -2.7% |
| 30D | -8.9% | -2.1% | -6.8% | -8.4% |
| 3M | -17.3% | -0.5% | -16.9% | -17.4% |
| 6M | -1.4% | -4.5% | +3.1% | -0.2% |
| YTD | +10.0% | -9.2% | +19.2% | +12.7% |
| 1Y | -6.4% | -13.8% | +7.4% | -2.7% |
| 3Y | +1.5% | +36.6% | -35.0% | -8.6% |
| 5Y | +9.3% | -6.7% | +16.0% | +9.9% |
| All | +421.5% | +18.6% | +402.9% | +336.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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