+8.9%
CRCL vs FXI
-3.0%
+11.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.1% |
| 7D | -11.2% | -3.9% | -7.3% | -7.8% |
| 30D | +27.1% | -2.1% | +29.2% | +29.5% |
| 3M | +9.6% | -0.5% | +10.1% | +9.4% |
| 6M | -19.7% | -4.5% | -15.2% | -15.8% |
| YTD | +14.2% | -9.2% | +23.5% | +24.8% |
| 1Y | -32.2% | -13.8% | -18.5% | -24.2% |
| All | +8.9% | -3.0% | +11.8% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling