+282.3%
CME vs FXI
+20.1%
+262.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -0.6% | +4.4% | -4.9% | -1.4% |
| 30D | +8.5% | +1.2% | +7.3% | +8.3% |
| 3M | +16.0% | -4.2% | +20.2% | +16.9% |
| 6M | +9.3% | -6.2% | +15.6% | +10.5% |
| YTD | +15.3% | -8.8% | +24.1% | +16.9% |
| 1Y | +14.4% | -11.6% | +26.0% | +16.7% |
| 3Y | +59.9% | +45.1% | +14.8% | +42.6% |
| 5Y | +69.4% | -1.2% | +70.6% | +66.1% |
| All | +282.3% | +20.1% | +262.2% | +237.1% |
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