-41.3%
CORZ vs FXI
-10.5%
-30.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.2% | -14.6% | -13.7% |
| 7D | -14.9% | +6.6% | -21.5% | -19.9% |
| 30D | -23.1% | +2.2% | -25.3% | -24.4% |
| 3M | -44.1% | -4.7% | -39.3% | -41.3% |
| 6M | -39.5% | -4.7% | -34.9% | -36.6% |
| YTD | -12.4% | -9.0% | -3.4% | -3.9% |
| 1Y | -41.3% | -10.5% | -30.8% | -36.1% |
| All | -41.3% | -10.5% | -30.8% | -36.1% |
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