+32.1%
CL vs FXI
-10.5%
+42.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.2% | -0.9% | +3.1% |
| 7D | +7.7% | +6.6% | +1.1% | +7.6% |
| 30D | +15.2% | +2.2% | +13.1% | +15.0% |
| 3M | +7.3% | -4.7% | +12.1% | +7.1% |
| 6M | +17.0% | -4.7% | +21.7% | +17.3% |
| YTD | +28.0% | -9.0% | +37.0% | +24.6% |
| 1Y | +32.1% | -10.5% | +42.6% | +28.9% |
| All | +32.1% | -10.5% | +42.7% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling