+84.9%
CL vs FXI
+19.2%
+65.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +2.6% | +3.7% | -1.1% | +2.3% |
| 30D | +11.8% | +0.5% | +11.3% | +11.7% |
| 3M | +5.9% | -5.7% | +11.6% | +6.4% |
| 6M | +13.3% | -6.9% | +20.2% | +13.9% |
| YTD | +27.1% | -9.5% | +36.6% | +28.0% |
| 1Y | +28.0% | -14.0% | +42.0% | +29.4% |
| 3Y | +39.4% | +44.5% | -5.1% | +33.0% |
| 5Y | +40.8% | -2.8% | +43.6% | +41.1% |
| 10Y | +84.9% | +20.3% | +64.5% | +75.1% |
| All | +84.9% | +19.2% | +65.7% | +75.1% |
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 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