+17.2%
CME vs FXI
-16.7%
+34.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +2.7% | -4.2% | +6.9% | +3.0% |
| 30D | +13.5% | -2.0% | +15.5% | +13.6% |
| 3M | +20.9% | -5.0% | +25.9% | +21.1% |
| 6M | +11.5% | -9.6% | +21.1% | +10.5% |
| YTD | +19.5% | -11.9% | +31.4% | +18.7% |
| 1Y | +17.2% | -16.7% | +33.9% | +17.3% |
| All | +17.2% | -16.7% | +34.0% | +17.3% |
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