+200.3%
FXI vs COR
+4,119.1%
-3,918.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -1.0% |
| 7D | -4.2% | +7.8% | -12.0% | -6.8% |
| 30D | -1.1% | +7.0% | -8.1% | -3.6% |
| 3M | -4.0% | +16.3% | -20.2% | -9.2% |
| 6M | -11.8% | +41.3% | -53.1% | -22.7% |
| YTD | -11.9% | +7.1% | -19.0% | -15.9% |
| 1Y | -16.1% | -0.8% | -15.3% | -17.6% |
| 3Y | +38.8% | +85.0% | -46.2% | +4.0% |
| 5Y | -9.1% | +203.9% | -212.9% | -46.1% |
| 10Y | +18.4% | +510.3% | -491.8% | -55.5% |
| All | +200.3% | +4,119.1% | -3,918.9% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling