+76.3%
CL vs FXI
+20.5%
+55.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.5% |
| 7D | +0.5% | +4.4% | -3.8% | +0.2% |
| 30D | +11.6% | +1.2% | +10.4% | +11.5% |
| 3M | +5.6% | -4.2% | +9.8% | +6.0% |
| 6M | +13.2% | -6.2% | +19.4% | +13.7% |
| YTD | +26.9% | -8.8% | +35.7% | +27.7% |
| 1Y | +27.3% | -11.6% | +39.0% | +28.5% |
| 3Y | +39.7% | +45.1% | -5.4% | +33.3% |
| 5Y | +41.3% | -1.2% | +42.5% | +41.3% |
| 10Y | +76.3% | +20.1% | +56.2% | +63.9% |
| All | +76.3% | +20.5% | +55.8% | +63.9% |
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