-11.9%
FXI vs CLX
-25.7%
+13.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.5% |
| 7D | -2.8% | -5.9% | +3.1% | -2.5% |
| 30D | -3.7% | -17.0% | +13.4% | -2.7% |
| 3M | -0.4% | -9.6% | +9.2% | +0.2% |
| 6M | -5.4% | -21.5% | +16.1% | -4.7% |
| YTD | -9.6% | -8.8% | -0.8% | -7.9% |
| 1Y | -11.9% | -24.7% | +12.7% | -11.1% |
| All | -11.9% | -25.7% | +13.7% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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