+87.5%
CLF vs FXI
+20.8%
+66.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +3.2% |
| 7D | +2.3% | -1.9% | +4.3% | +3.5% |
| 30D | +1.9% | -0.6% | +2.6% | +1.6% |
| 3M | +5.9% | -4.9% | +10.8% | +8.7% |
| 6M | +16.9% | -8.8% | +25.7% | +23.5% |
| YTD | -1.1% | -10.7% | +9.7% | +6.3% |
| 1Y | +28.8% | -15.2% | +44.1% | +43.4% |
| 3Y | -20.6% | +42.5% | -63.1% | -41.6% |
| 5Y | -41.5% | -7.8% | -33.7% | -40.4% |
| 10Y | +87.5% | +20.0% | +67.5% | +15.5% |
| All | +87.5% | +20.8% | +66.7% | +15.5% |
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