-2.8%
FXI vs COR
+196.4%
-199.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +3.7% | +2.4% | +1.3% | +3.7% |
| 30D | +0.5% | +7.7% | -7.2% | +0.6% |
| 3M | -5.7% | +7.5% | -13.2% | -5.6% |
| 6M | -6.9% | +34.1% | -41.0% | -6.3% |
| YTD | -9.5% | +3.9% | -13.3% | -9.0% |
| 1Y | -14.0% | -3.6% | -10.4% | -13.7% |
| 3Y | +44.5% | +80.5% | -36.0% | +45.3% |
| 5Y | -2.8% | +194.9% | -197.6% | -10.0% |
| All | -2.8% | +196.4% | -199.2% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling