-65.0%
CBRS vs FXI
-9.7%
-55.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | 0.0% | +11.2% | +11.2% |
| 7D | +21.2% | -4.2% | +25.4% | +24.5% |
| 30D | -23.2% | -1.1% | -22.0% | -22.7% |
| 3M | -52.9% | -4.0% | -49.0% | -51.1% |
| All | -65.0% | -9.7% | -55.3% | -57.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling