+436.5%
CARR vs FXI
+20.3%
+416.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.3% |
| 7D | +3.2% | -1.0% | +4.2% | +3.5% |
| 30D | -7.7% | -3.2% | -4.4% | -6.8% |
| 3M | -11.9% | +1.7% | -13.6% | -12.5% |
| 6M | +2.0% | -1.6% | +3.6% | +2.3% |
| YTD | +13.2% | -7.9% | +21.1% | +15.5% |
| 1Y | -8.5% | -9.6% | +1.1% | -6.2% |
| 3Y | +5.0% | +40.5% | -35.5% | -6.3% |
| 5Y | +12.0% | -6.2% | +18.2% | +12.5% |
| All | +436.5% | +20.3% | +416.2% | +347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling