-5.8%
FXI vs CLBK
+67.9%
-73.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | +1.2% | -0.2% | +0.8% |
| 30D | -0.6% | +9.1% | -9.7% | -2.5% |
| 3M | +1.9% | +27.7% | -25.8% | -3.6% |
| 6M | -0.2% | +40.8% | -41.0% | -7.7% |
| YTD | -5.6% | +66.4% | -72.0% | -16.1% |
| 1Y | -4.7% | +72.4% | -77.0% | -16.3% |
| 3Y | +38.0% | +50.7% | -12.7% | +21.5% |
| 5Y | -2.7% | +42.9% | -45.6% | -16.8% |
| All | -5.8% | +67.9% | -73.7% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling