+636.6%
CRH vs FXI
+209.1%
+427.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -6.1% | -3.9% | -2.2% | -4.1% |
| 30D | -9.3% | -2.1% | -7.2% | -8.2% |
| 3M | -15.2% | -0.5% | -14.7% | -15.2% |
| 6M | -14.2% | -4.5% | -9.7% | -12.3% |
| YTD | -28.3% | -9.2% | -19.0% | -24.8% |
| 1Y | -21.8% | -13.8% | -8.0% | -16.0% |
| 3Y | +71.6% | +36.6% | +35.0% | +36.8% |
| 5Y | +96.6% | -6.7% | +103.3% | +82.6% |
| 10Y | +253.8% | +14.8% | +239.0% | +183.6% |
| All | +636.6% | +209.1% | +427.5% | +228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling