-34.0%
CCL vs FXI
+19.2%
-53.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.2% | -4.2% | +3.0% | +1.7% |
| 30D | +13.1% | -1.1% | +14.2% | +14.0% |
| 3M | +3.4% | -4.0% | +7.3% | +5.9% |
| 6M | +18.7% | -11.8% | +30.5% | +28.2% |
| YTD | -2.3% | -11.9% | +9.6% | +6.0% |
| 1Y | +14.2% | -16.1% | +30.3% | +27.8% |
| 3Y | +133.6% | +38.8% | +94.8% | +69.6% |
| 5Y | +33.5% | -9.1% | +42.6% | +35.9% |
| All | -34.0% | +19.2% | -53.3% | -42.0% |
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