-9.8%
FXI vs CLBK
+65.6%
-75.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.8% | -1.4% | -1.4% | -2.5% |
| 30D | -3.7% | +4.5% | -8.2% | -4.7% |
| 3M | -0.4% | +22.8% | -23.2% | -5.0% |
| 6M | -5.4% | +43.4% | -48.9% | -12.9% |
| YTD | -9.6% | +64.1% | -73.7% | -19.5% |
| 1Y | -11.9% | +67.6% | -79.5% | -22.1% |
| 3Y | +37.8% | +53.3% | -15.4% | +20.6% |
| 5Y | -7.0% | +44.8% | -51.9% | -21.1% |
| All | -9.8% | +65.6% | -75.4% | -28.5% |
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