-41.8%
CLF vs FXI
-9.2%
-32.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | -4.2% | +14.6% | +12.6% |
| 30D | +0.6% | -1.1% | +1.7% | +0.6% |
| 3M | +4.1% | -4.0% | +8.1% | +5.6% |
| 6M | +15.1% | -11.8% | +26.9% | +21.8% |
| YTD | -4.7% | -11.9% | +7.2% | +1.1% |
| 1Y | +20.4% | -16.1% | +36.5% | +30.7% |
| 3Y | -23.4% | +38.8% | -62.2% | -35.1% |
| All | -41.8% | -9.2% | -32.6% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling