-12.1%
FXI vs CLBK
+60.9%
-73.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -4.2% | +0.9% | -5.1% | -4.4% |
| 30D | -1.1% | +3.4% | -4.5% | -1.9% |
| 3M | -4.0% | -4.3% | +0.3% | -3.2% |
| 6M | -11.8% | +28.4% | -40.2% | -16.9% |
| YTD | -11.9% | +59.4% | -71.3% | -21.1% |
| 1Y | -16.1% | +64.8% | -80.9% | -25.5% |
| 3Y | +38.8% | +50.6% | -11.8% | +21.8% |
| 5Y | -9.1% | +28.3% | -37.4% | -19.5% |
| All | -12.1% | +60.9% | -73.0% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling