+5,538.7%
CRM vs FXI
+209.6%
+5,329.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.4% |
| 7D | -5.0% | -2.8% | -2.2% | -3.6% |
| 30D | +23.6% | -5.3% | +28.9% | +26.9% |
| 3M | +39.6% | +0.3% | +39.3% | +39.2% |
| 6M | +23.4% | -4.6% | +28.0% | +25.6% |
| YTD | -7.4% | -9.1% | +1.7% | -3.8% |
| 1Y | -2.3% | -12.0% | +9.7% | +2.8% |
| 3Y | +10.5% | +38.6% | -28.1% | -12.5% |
| 5Y | -4.7% | -6.6% | +1.8% | -11.3% |
| 10Y | +234.7% | +15.0% | +219.7% | +174.2% |
| All | +5,538.7% | +209.6% | +5,329.1% | +2,456.2% |
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 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