+83.1%
CL vs FXI
+20.8%
+62.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -0.8% | -1.9% | +1.2% | -0.6% |
| 30D | +9.5% | -0.6% | +10.2% | +9.6% |
| 3M | +6.8% | -4.9% | +11.6% | +7.2% |
| 6M | +14.3% | -8.8% | +23.1% | +15.1% |
| YTD | +26.3% | -10.7% | +37.0% | +27.3% |
| 1Y | +25.6% | -15.2% | +40.8% | +27.1% |
| 3Y | +38.5% | +42.5% | -4.0% | +32.3% |
| 5Y | +40.7% | -7.8% | +48.5% | +42.4% |
| 10Y | +83.1% | +20.0% | +63.1% | +74.0% |
| All | +83.1% | +20.8% | +62.3% | +74.0% |
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