+241.9%
CORZ vs FXI
+59.9%
+182.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -11.2% | +5.7% | -16.9% | -13.9% |
| 30D | -26.2% | +4.6% | -30.8% | -28.0% |
| 3M | -44.1% | -2.8% | -41.4% | -43.6% |
| 6M | -52.3% | -6.1% | -46.2% | -51.0% |
| YTD | -19.2% | -8.0% | -11.2% | -16.0% |
| 1Y | -42.9% | -11.3% | -31.6% | -39.7% |
| All | +241.9% | +59.9% | +182.0% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling