+40.5%
FXI vs CHRW
+86.2%
-45.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -2.6% |
| 7D | -1.0% | +1.9% | -2.9% | -1.2% |
| 30D | -3.2% | +0.9% | -4.2% | -3.4% |
| 3M | +1.7% | -19.9% | +21.6% | +3.9% |
| 6M | -1.6% | -15.8% | +14.2% | -0.4% |
| YTD | -7.9% | -5.6% | -2.3% | -8.8% |
| 1Y | -9.6% | +21.0% | -30.7% | -14.3% |
| 3Y | +40.5% | +86.0% | -45.6% | +16.9% |
| All | +40.5% | +86.2% | -45.7% | +16.9% |
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