-12.0%
FXI vs CHRW
+21.7%
-33.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -2.8% | +4.1% | -6.8% | -2.9% |
| 30D | -5.3% | +1.9% | -7.2% | -5.4% |
| 3M | +0.3% | -21.2% | +21.5% | +1.0% |
| 6M | -4.6% | -16.7% | +12.1% | -4.5% |
| YTD | -9.1% | -5.4% | -3.7% | -9.2% |
| 1Y | -12.0% | +21.2% | -33.1% | -12.0% |
| All | -12.0% | +21.7% | -33.7% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling