+116.3%
CLF vs FXI
+14.7%
+101.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | 0.0% |
| 7D | +6.5% | -1.0% | +7.5% | +7.2% |
| 30D | +0.2% | -3.2% | +3.5% | +2.5% |
| 3M | -3.1% | +1.7% | -4.8% | -4.5% |
| 6M | +25.0% | -1.6% | +26.6% | +26.5% |
| YTD | -7.5% | -7.9% | +0.5% | -1.9% |
| 1Y | +11.5% | -9.6% | +21.1% | +20.3% |
| 3Y | -13.7% | +40.5% | -54.1% | -35.3% |
| 5Y | -47.0% | -6.2% | -40.7% | -46.2% |
| 10Y | +116.3% | +14.2% | +102.2% | +61.6% |
| All | +116.3% | +14.7% | +101.6% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling