+18.8%
CLF vs FXI
-4.7%
+23.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.2% |
| 7D | +7.6% | +1.0% | +6.5% | +6.5% |
| 30D | -1.2% | -0.6% | -0.6% | -0.7% |
| 3M | -13.4% | +1.9% | -15.3% | -14.9% |
| 6M | +15.4% | -0.2% | +15.6% | +16.2% |
| YTD | -5.9% | -5.6% | -0.3% | +1.2% |
| 1Y | +18.8% | -4.7% | +23.5% | +35.4% |
| All | +18.8% | -4.7% | +23.5% | +35.4% |
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 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