-2.3%
CCL vs FXI
+208.4%
-210.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +5.8% | +3.7% | +2.1% | +3.8% |
| 30D | +17.3% | +0.5% | +16.8% | +17.0% |
| 3M | +11.3% | -5.7% | +17.0% | +14.7% |
| 6M | +18.5% | -6.9% | +25.4% | +22.4% |
| YTD | +2.8% | -9.5% | +12.3% | +8.3% |
| 1Y | +16.7% | -14.0% | +30.8% | +26.4% |
| 3Y | +146.0% | +44.5% | +101.5% | +90.5% |
| 5Y | +33.6% | -2.8% | +36.4% | +27.8% |
| 10Y | -29.4% | +20.3% | -49.8% | -37.8% |
| All | -2.3% | +208.4% | -210.7% | -44.1% |
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