+2,304.5%
CLS vs FXI
+221.5%
+2,083.0%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.1% |
| 7D | +4.6% | +1.0% | +3.5% | +4.0% |
| 30D | -13.9% | -0.6% | -13.3% | -13.8% |
| 3M | -26.6% | +1.9% | -28.5% | -27.3% |
| 6M | +15.4% | -0.2% | +15.6% | +16.1% |
| YTD | +5.7% | -5.6% | +11.3% | +9.4% |
| 1Y | +41.1% | -4.7% | +45.8% | +45.8% |
| 3Y | +1,228.6% | +38.0% | +1,190.6% | +1,007.0% |
| 5Y | +3,240.6% | -2.7% | +3,243.3% | +3,063.2% |
| 10Y | +2,760.3% | +19.9% | +2,740.4% | +2,307.2% |
| All | +2,304.5% | +221.5% | +2,083.0% | +1,138.6% |
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