+57.2%
CLF vs FXI
+221.5%
-164.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.4% |
| 7D | +7.6% | +1.0% | +6.5% | +6.6% |
| 30D | -1.2% | -0.6% | -0.6% | -0.8% |
| 3M | -13.4% | +1.9% | -15.3% | -15.2% |
| 6M | +15.4% | -0.2% | +15.6% | +15.4% |
| YTD | -5.9% | -5.6% | -0.3% | -0.9% |
| 1Y | +18.8% | -4.7% | +23.5% | +24.6% |
| 3Y | -19.4% | +38.0% | -57.4% | -45.8% |
| 5Y | -47.7% | -2.7% | -45.0% | -55.8% |
| 10Y | +130.4% | +19.9% | +110.5% | +57.0% |
| All | +57.2% | +221.5% | -164.3% | -58.7% |
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