+29.5%
CL vs FXI
+43.0%
-13.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.5% |
| 7D | -2.2% | +1.0% | -3.2% | -2.2% |
| 30D | -4.8% | -0.6% | -4.3% | -4.8% |
| 3M | +4.9% | +1.9% | +3.0% | +4.9% |
| 6M | -5.7% | -0.2% | -5.5% | -5.7% |
| YTD | +14.4% | -5.6% | +20.0% | +14.3% |
| 1Y | +8.7% | -4.7% | +13.4% | +8.6% |
| All | +29.5% | +43.0% | -13.6% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling