+570.7%
CL vs FXI
+221.5%
+349.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.7% |
| 7D | -2.2% | +1.0% | -3.2% | -2.4% |
| 30D | -4.8% | -0.6% | -4.3% | -4.8% |
| 3M | +4.9% | +1.9% | +3.0% | +4.4% |
| 6M | -5.7% | -0.2% | -5.5% | -5.8% |
| YTD | +14.4% | -5.6% | +20.0% | +15.2% |
| 1Y | +8.7% | -4.7% | +13.4% | +9.2% |
| 3Y | +30.0% | +38.0% | -8.0% | +19.3% |
| 5Y | +28.4% | -2.7% | +31.0% | +23.3% |
| 10Y | +50.1% | +19.9% | +30.2% | +33.8% |
| All | +570.7% | +221.5% | +349.2% | +350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling