+23.4%
CRM vs FXI
-3.3%
+26.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -5.0% | -2.8% | -2.2% | -4.6% |
| 30D | +23.6% | -5.3% | +28.9% | +24.7% |
| 3M | +39.6% | +0.3% | +39.3% | +39.4% |
| 6M | +23.4% | -4.6% | +28.0% | +22.3% |
| All | +23.4% | -3.3% | +26.8% | +22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling