+210.8%
FXI vs CHRW
+769.8%
-559.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -2.0% |
| 7D | +4.4% | +0.2% | +4.1% | +4.1% |
| 30D | +1.2% | -9.4% | +10.6% | +4.5% |
| 3M | -4.2% | -13.3% | +9.1% | -0.2% |
| 6M | -6.2% | -24.2% | +17.9% | +1.0% |
| YTD | -8.8% | -18.9% | +10.1% | -6.4% |
| 1Y | -11.6% | -12.4% | +0.7% | -12.4% |
| 3Y | +45.1% | +72.2% | -27.1% | +0.3% |
| 5Y | -1.2% | +53.4% | -54.6% | -31.2% |
| 10Y | +20.1% | +127.0% | -106.9% | -37.8% |
| All | +210.8% | +769.8% | -559.0% | -4.0% |
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 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