+22.8%
CCL vs FXI
-0.9%
+23.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +3.1% | +5.7% | -2.5% | +0.1% |
| 30D | +13.7% | +4.6% | +9.1% | +11.0% |
| 3M | +3.8% | -2.8% | +6.6% | +5.2% |
| 6M | +9.3% | -6.1% | +15.3% | +12.5% |
| YTD | -1.1% | -8.0% | +7.0% | +3.3% |
| 1Y | +14.6% | -11.3% | +25.9% | +22.0% |
| 3Y | +146.4% | +42.6% | +103.8% | +87.8% |
| All | +22.8% | -0.9% | +23.8% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling