+2,944.0%
CLS vs FXI
+14.7%
+2,929.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +6.8% |
| 7D | +12.8% | -1.0% | +13.7% | +13.2% |
| 30D | +3.8% | -3.2% | +7.1% | +5.2% |
| 3M | -14.6% | +1.7% | -16.3% | -15.6% |
| 6M | +32.2% | -1.6% | +33.8% | +33.8% |
| YTD | +11.6% | -7.9% | +19.5% | +16.7% |
| 1Y | +35.1% | -9.6% | +44.7% | +42.8% |
| 3Y | +1,312.5% | +40.5% | +1,272.1% | +1,077.7% |
| 5Y | +3,542.1% | -6.2% | +3,548.3% | +3,547.9% |
| 10Y | +2,944.0% | +14.2% | +2,929.8% | +2,580.8% |
| All | +2,944.0% | +14.7% | +2,929.3% | +2,580.8% |
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