+86.2%
CL vs FXI
+19.2%
+67.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -0.8% | -4.2% | +3.4% | -0.4% |
| 30D | +9.5% | -2.0% | +11.5% | +9.6% |
| 3M | +6.6% | -5.0% | +11.6% | +7.1% |
| 6M | +13.2% | -9.6% | +22.9% | +14.1% |
| YTD | +26.9% | -11.9% | +38.8% | +28.0% |
| 1Y | +27.6% | -16.7% | +44.3% | +29.4% |
| 3Y | +39.1% | +40.6% | -1.5% | +33.1% |
| 5Y | +41.3% | -9.1% | +50.4% | +43.2% |
| All | +86.2% | +19.2% | +67.0% | +77.9% |
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 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