-16.1%
FXI vs CLBK
+63.8%
-80.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -4.2% | +0.9% | -5.1% | -4.2% |
| 30D | -1.1% | +3.4% | -4.5% | -1.3% |
| 3M | -4.0% | -4.3% | +0.3% | -3.7% |
| 6M | -11.8% | +28.4% | -40.2% | -13.9% |
| YTD | -11.9% | +59.4% | -71.3% | -15.7% |
| 1Y | -16.1% | +64.8% | -80.9% | -20.2% |
| All | -16.1% | +63.8% | -80.0% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling