+44.1%
CLF vs FXI
+213.2%
-169.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -19.6% | +5.7% | -25.2% | -24.1% |
| 30D | -5.0% | +4.6% | -9.6% | -9.6% |
| 3M | -6.3% | -2.8% | -3.5% | -4.9% |
| 6M | +2.8% | -6.1% | +8.9% | +7.5% |
| YTD | -13.7% | -8.0% | -5.7% | -7.9% |
| 1Y | +13.6% | -11.3% | +24.9% | +25.3% |
| 3Y | -34.0% | +42.6% | -76.6% | -57.5% |
| 5Y | -48.7% | -0.1% | -48.7% | -58.2% |
| 10Y | +113.4% | +22.7% | +90.7% | +39.6% |
| All | +44.1% | +213.2% | -169.1% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling