+3,542.1%
CLS vs FXI
-7.1%
+3,549.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +6.7% |
| 7D | +12.8% | -1.0% | +13.7% | +13.1% |
| 30D | +3.8% | -3.2% | +7.1% | +5.0% |
| 3M | -14.6% | +1.7% | -16.3% | -15.4% |
| 6M | +32.2% | -1.6% | +33.8% | +33.6% |
| YTD | +11.6% | -7.9% | +19.5% | +15.9% |
| 1Y | +35.1% | -9.6% | +44.7% | +41.5% |
| 3Y | +1,312.5% | +40.5% | +1,272.1% | +1,138.3% |
| 5Y | +3,542.1% | -6.2% | +3,548.3% | +3,675.9% |
| All | +3,542.1% | -7.1% | +3,549.2% | +3,675.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling