+1,770.1%
CLS vs FXI
+204.0%
+1,566.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.4% | +9.9% | +9.2% |
| 7D | +2.8% | -1.9% | +4.7% | +3.5% |
| 30D | -30.1% | -0.6% | -29.5% | -30.2% |
| 3M | -21.7% | -4.9% | -16.9% | -20.5% |
| 6M | -36.2% | -8.8% | -27.4% | -33.7% |
| YTD | -17.8% | -10.7% | -7.1% | -13.2% |
| 1Y | -26.8% | -15.2% | -11.6% | -20.6% |
| 3Y | +853.4% | +42.5% | +810.9% | +677.9% |
| 5Y | +2,005.0% | -7.8% | +2,012.9% | +1,937.7% |
| 10Y | +1,929.4% | +20.0% | +1,909.4% | +1,597.8% |
| All | +1,770.1% | +204.0% | +1,566.1% | +883.2% |
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