+63.2%
CME vs FXI
+41.7%
+21.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +0.9% | +5.7% | -4.7% | +0.9% |
| 30D | +13.2% | +4.6% | +8.6% | +13.1% |
| 3M | +16.3% | -2.8% | +19.1% | +16.2% |
| 6M | +7.1% | -6.1% | +13.2% | +6.9% |
| YTD | +15.8% | -8.0% | +23.9% | +15.6% |
| 1Y | +17.1% | -11.3% | +28.4% | +16.8% |
| 3Y | +63.2% | +42.6% | +20.5% | +59.5% |
| All | +63.2% | +41.7% | +21.4% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling