+1,751.5%
CLS vs FXI
+20.5%
+1,731.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.8% | +8.7% | +8.3% |
| 7D | -10.6% | +4.4% | -14.9% | -12.7% |
| 30D | -38.4% | +1.2% | -39.7% | -39.0% |
| 3M | -29.9% | -4.2% | -25.7% | -28.9% |
| 6M | -40.6% | -6.2% | -34.4% | -39.1% |
| YTD | -24.6% | -8.8% | -15.8% | -21.2% |
| 1Y | -30.8% | -11.6% | -19.2% | -26.5% |
| 3Y | +811.7% | +45.1% | +766.6% | +645.1% |
| 5Y | +1,838.4% | -1.2% | +1,839.6% | +1,776.7% |
| 10Y | +1,751.5% | +20.1% | +1,731.4% | +1,491.8% |
| All | +1,751.5% | +20.5% | +1,731.0% | +1,491.8% |
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 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