-34.1%
CORZ vs FXI
-13.0%
-21.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.0% | +8.8% |
| 7D | +1.7% | +4.4% | -2.6% | -2.5% |
| 30D | -17.5% | +1.2% | -18.7% | -18.3% |
| 3M | -39.5% | -4.2% | -35.3% | -36.8% |
| 6M | -44.5% | -6.2% | -38.3% | -40.3% |
| YTD | -12.6% | -8.8% | -3.8% | -3.9% |
| All | -34.1% | -13.0% | -21.0% | -25.1% |
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