+45.1%
FXI vs CHRW
+68.5%
-23.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -1.1% |
| 7D | +4.4% | +0.2% | +4.1% | +4.3% |
| 30D | +1.2% | -9.4% | +10.6% | +2.1% |
| 3M | -4.2% | -13.3% | +9.1% | -3.2% |
| 6M | -6.2% | -24.2% | +17.9% | -4.4% |
| YTD | -8.8% | -18.9% | +10.1% | -8.6% |
| 1Y | -11.6% | -12.4% | +0.7% | -12.5% |
| 3Y | +45.1% | +72.2% | -27.1% | +18.8% |
| All | +45.1% | +68.5% | -23.4% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling