+80.1%
CLF vs FXI
+20.5%
+59.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.8% | +7.5% |
| 7D | -14.1% | +4.4% | -18.5% | -17.0% |
| 30D | -5.5% | +1.2% | -6.8% | -7.0% |
| 3M | 0.0% | -4.2% | +4.2% | +2.2% |
| 6M | +11.3% | -6.2% | +17.5% | +15.3% |
| YTD | -7.7% | -8.8% | +1.1% | -2.2% |
| 1Y | +17.5% | -11.6% | +29.2% | +27.1% |
| 3Y | -25.4% | +45.1% | -70.6% | -45.8% |
| 5Y | -46.0% | -1.2% | -44.8% | -48.3% |
| 10Y | +80.1% | +20.1% | +60.0% | +16.2% |
| All | +80.1% | +20.5% | +59.6% | +16.2% |
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