+1,811.1%
CME vs FXI
+213.2%
+1,597.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | +0.9% | +5.7% | -4.7% | -1.5% |
| 30D | +13.2% | +4.6% | +8.6% | +10.9% |
| 3M | +16.3% | -2.8% | +19.1% | +17.5% |
| 6M | +7.1% | -6.1% | +13.2% | +9.7% |
| YTD | +15.8% | -8.0% | +23.9% | +19.0% |
| 1Y | +17.1% | -11.3% | +28.4% | +22.1% |
| 3Y | +63.2% | +42.6% | +20.5% | +29.3% |
| 5Y | +70.2% | -0.1% | +70.3% | +49.7% |
| 10Y | +337.0% | +22.7% | +314.3% | +223.2% |
| All | +1,811.1% | +213.2% | +1,597.8% | +615.0% |
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 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