+204.2%
FXI vs CHRW
+802.0%
-597.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -2.9% |
| 7D | -1.9% | -0.1% | -1.9% | -2.1% |
| 30D | -0.6% | -4.3% | +3.6% | +0.4% |
| 3M | -4.9% | -7.4% | +2.5% | -3.5% |
| 6M | -8.8% | -20.7% | +11.9% | -3.5% |
| YTD | -10.7% | -15.9% | +5.1% | -9.8% |
| 1Y | -15.2% | -9.9% | -5.4% | -16.9% |
| 3Y | +42.5% | +79.0% | -36.5% | -3.0% |
| 5Y | -7.8% | +61.3% | -69.2% | -37.2% |
| 10Y | +20.0% | +128.5% | -108.6% | -37.7% |
| All | +204.2% | +802.0% | -597.8% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling