+1,831.0%
CME vs FXI
+208.4%
+1,622.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +1.7% | +3.7% | -2.0% | 0.0% |
| 30D | +10.2% | +0.5% | +9.7% | +9.8% |
| 3M | +17.8% | -5.7% | +23.5% | +20.6% |
| 6M | +11.0% | -6.9% | +17.9% | +14.0% |
| YTD | +17.0% | -9.5% | +26.5% | +21.0% |
| 1Y | +15.8% | -14.0% | +29.8% | +22.4% |
| 3Y | +61.8% | +44.5% | +17.2% | +27.3% |
| 5Y | +72.5% | -2.8% | +75.3% | +53.7% |
| 10Y | +288.0% | +20.3% | +267.7% | +189.9% |
| All | +1,831.0% | +208.4% | +1,622.7% | +627.2% |
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