+221.8%
FXI vs CLX
+222.4%
-0.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.0% |
| 7D | +1.0% | -9.2% | +10.3% | +4.3% |
| 30D | -0.6% | -11.0% | +10.5% | +3.3% |
| 3M | +1.9% | +5.0% | -3.1% | -0.5% |
| 6M | -0.2% | -18.8% | +18.6% | +5.9% |
| YTD | -5.6% | -4.4% | -1.2% | -5.7% |
| 1Y | -4.7% | -21.9% | +17.2% | +1.9% |
| 3Y | +38.0% | -32.8% | +70.8% | +52.7% |
| 5Y | -2.7% | -34.6% | +31.9% | +4.7% |
| 10Y | +19.9% | -4.7% | +24.6% | -9.6% |
| All | +221.8% | +222.4% | -0.7% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling