+94.1%
CRH vs FXI
-6.5%
+100.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.1% | -3.9% | -2.2% | -5.0% |
| 30D | -9.3% | -2.1% | -7.2% | -8.7% |
| 3M | -15.2% | -0.5% | -14.7% | -15.2% |
| 6M | -14.2% | -4.5% | -9.7% | -13.1% |
| YTD | -28.3% | -9.2% | -19.0% | -26.3% |
| 1Y | -21.8% | -13.8% | -8.0% | -18.6% |
| 3Y | +71.6% | +36.6% | +35.0% | +54.6% |
| All | +94.1% | -6.5% | +100.6% | +94.3% |
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 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