+20.2%
CLF vs FXI
-10.5%
+30.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.2% | -13.4% | -11.7% |
| 7D | -7.9% | +6.6% | -14.5% | -11.8% |
| 30D | +5.2% | +2.2% | +3.1% | +3.8% |
| 3M | +4.3% | -4.7% | +9.0% | +8.4% |
| 6M | +25.3% | -4.7% | +29.9% | +31.0% |
| YTD | -3.3% | -9.0% | +5.7% | +6.4% |
| 1Y | +20.2% | -10.5% | +30.7% | +32.9% |
| All | +20.2% | -10.5% | +30.8% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling