+79.1%
CME vs FXI
-4.8%
+83.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | +6.2% | -0.6% | +6.8% | +6.3% |
| 3M | +10.4% | +1.9% | +8.5% | +10.2% |
| 6M | -9.5% | -0.2% | -9.4% | -9.6% |
| YTD | +6.0% | -5.6% | +11.6% | +6.3% |
| 1Y | +9.3% | -4.7% | +13.9% | +9.4% |
| 3Y | +57.7% | +38.0% | +19.6% | +51.0% |
| All | +79.1% | -4.8% | +83.9% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling