+35.1%
CLS vs FXI
-9.2%
+44.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +8.6% |
| 7D | +12.8% | -1.0% | +13.7% | +13.6% |
| 30D | +3.8% | -3.2% | +7.1% | +7.4% |
| 3M | -14.6% | +1.7% | -16.3% | -17.6% |
| 6M | +32.2% | -1.6% | +33.8% | +35.0% |
| YTD | +11.6% | -7.9% | +19.5% | +23.3% |
| 1Y | +35.1% | -9.6% | +44.7% | +54.9% |
| All | +35.1% | -9.2% | +44.2% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling