+19.2%
FXI vs COR
+485.1%
-465.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.4% |
| 7D | -4.2% | +7.6% | -11.8% | -5.2% |
| 30D | -1.1% | +6.8% | -7.9% | -2.1% |
| 3M | -4.0% | +16.0% | -20.0% | -6.0% |
| 6M | -11.8% | +41.0% | -52.9% | -16.2% |
| YTD | -11.9% | +6.9% | -18.8% | -13.2% |
| 1Y | -16.1% | -1.0% | -15.1% | -16.4% |
| 3Y | +38.8% | +84.6% | -45.8% | +23.0% |
| 5Y | -9.1% | +203.3% | -212.4% | -28.2% |
| All | +19.2% | +485.1% | -465.9% | -20.6% |
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