+221.8%
FXI vs COR
+3,781.8%
-3,560.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.2% |
| 7D | +1.0% | +2.8% | -1.7% | 0.0% |
| 30D | -0.6% | +4.5% | -5.1% | -2.3% |
| 3M | +1.9% | +22.7% | -20.8% | -5.7% |
| 6M | -0.2% | -9.7% | +9.6% | +2.1% |
| YTD | -5.6% | -1.4% | -4.2% | -7.0% |
| 1Y | -4.7% | +13.9% | -18.6% | -11.5% |
| 3Y | +38.0% | +94.0% | -55.9% | +1.0% |
| 5Y | -2.7% | +184.0% | -186.7% | -40.9% |
| 10Y | +19.9% | +406.8% | -386.8% | -51.4% |
| All | +221.8% | +3,781.8% | -3,560.0% | -61.6% |
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 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