+39.9%
CL vs FXI
-0.9%
+40.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.3% | +5.7% | -4.3% | +1.3% |
| 30D | +11.4% | +4.6% | +6.8% | +11.3% |
| 3M | +4.4% | -2.8% | +7.2% | +4.4% |
| 6M | +10.8% | -6.1% | +16.9% | +10.9% |
| YTD | +25.1% | -8.0% | +33.2% | +25.1% |
| 1Y | +28.0% | -11.3% | +39.3% | +28.0% |
| 3Y | +37.6% | +42.6% | -5.0% | +37.3% |
| All | +39.9% | -0.9% | +40.8% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling