+3.5%
CCL vs FXI
-7.1%
+10.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.1% | 0.0% |
| 7D | -0.1% | -1.0% | +0.8% | +0.4% |
| 30D | -20.0% | -3.2% | -16.7% | -18.6% |
| 3M | -13.7% | +1.7% | -15.3% | -14.6% |
| 6M | -9.0% | -1.6% | -7.5% | -8.2% |
| YTD | -22.8% | -7.9% | -14.9% | -19.4% |
| 1Y | -25.3% | -9.6% | -15.7% | -21.5% |
| 3Y | +54.1% | +40.5% | +13.6% | +20.2% |
| 5Y | +3.5% | -6.2% | +9.7% | +1.0% |
| All | +3.5% | -7.1% | +10.6% | +1.0% |
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 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