+19.2%
FXI vs CHRW
+128.6%
-109.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.2% | +7.3% | -11.5% | -5.5% |
| 30D | -1.1% | -3.6% | +2.5% | -0.7% |
| 3M | -4.0% | -9.6% | +5.6% | -2.8% |
| 6M | -11.8% | -17.0% | +5.2% | -10.2% |
| YTD | -11.9% | -15.4% | +3.5% | -11.5% |
| 1Y | -16.1% | -10.0% | -6.1% | -16.9% |
| 3Y | +38.8% | +82.2% | -43.4% | +12.6% |
| 5Y | -9.1% | +59.4% | -68.4% | -25.3% |
| All | +19.2% | +128.6% | -109.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling