+11.5%
CLF vs FXI
-9.2%
+20.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | +0.8% |
| 7D | +6.5% | -1.0% | +7.5% | +7.6% |
| 30D | +0.2% | -3.2% | +3.5% | +3.6% |
| 3M | -3.1% | +1.7% | -4.8% | -5.1% |
| 6M | +25.0% | -1.6% | +26.6% | +27.5% |
| YTD | -7.5% | -7.9% | +0.5% | +1.9% |
| 1Y | +11.5% | -9.6% | +21.1% | +31.6% |
| All | +11.5% | -9.2% | +20.7% | +31.6% |
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 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