+14.7%
FXI vs COR
+406.5%
-391.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -3.9% | -2.8% | -1.0% | -3.5% |
| 30D | -2.1% | +2.6% | -4.7% | -2.4% |
| 3M | -0.5% | +14.5% | -14.9% | -2.3% |
| 6M | -4.5% | -7.8% | +3.3% | -3.8% |
| YTD | -9.2% | -4.2% | -5.0% | -9.2% |
| 1Y | -13.8% | +7.0% | -20.8% | -15.2% |
| 3Y | +36.6% | +85.5% | -48.9% | +21.3% |
| 5Y | -6.7% | +181.2% | -187.9% | -24.3% |
| All | +14.7% | +406.5% | -391.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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