+221.8%
FXI vs CHRW
+895.6%
-673.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +1.0% | -1.4% | +2.4% | +1.6% |
| 30D | -0.6% | -3.5% | +2.9% | +0.6% |
| 3M | +1.9% | -19.4% | +21.3% | +9.1% |
| 6M | -0.2% | -21.4% | +21.2% | +7.0% |
| YTD | -5.6% | -7.1% | +1.5% | -6.9% |
| 1Y | -4.7% | +17.8% | -22.5% | -16.5% |
| 3Y | +38.0% | +78.8% | -40.8% | -4.2% |
| 5Y | -2.7% | +83.5% | -86.2% | -36.4% |
| 10Y | +19.9% | +160.2% | -140.3% | -40.4% |
| All | +221.8% | +895.6% | -673.8% | -4.4% |
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