-0.8%
CRM vs FXI
-6.5%
+5.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -4.4% | -3.9% | -0.6% | -3.3% |
| 30D | +28.1% | -2.1% | +30.2% | +28.9% |
| 3M | +48.8% | -0.5% | +49.3% | +49.0% |
| 6M | +28.3% | -4.5% | +32.8% | +29.6% |
| YTD | -6.0% | -9.2% | +3.2% | -3.8% |
| 1Y | +1.4% | -13.8% | +15.2% | +5.3% |
| 3Y | +11.8% | +36.6% | -24.7% | -1.9% |
| All | -0.8% | -6.5% | +5.6% | -2.2% |
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