+71.6%
CRH vs FXI
+36.3%
+35.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.1% | -3.9% | -2.2% | -5.1% |
| 30D | -9.3% | -2.1% | -7.2% | -8.7% |
| 3M | -15.2% | -0.5% | -14.7% | -15.1% |
| 6M | -14.2% | -4.5% | -9.7% | -13.2% |
| YTD | -28.3% | -9.2% | -19.0% | -26.5% |
| 1Y | -21.8% | -13.8% | -8.0% | -19.0% |
| 3Y | +71.6% | +36.6% | +35.0% | +66.8% |
| All | +71.6% | +36.3% | +35.3% | +66.8% |
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 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