+14.2%
FXI vs CRL
+249.3%
-235.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | -2.8% | -6.9% | +4.1% | -1.2% |
| 30D | -3.7% | -3.2% | -0.5% | -3.0% |
| 3M | -0.4% | +46.5% | -47.0% | -9.4% |
| 6M | -5.4% | +63.1% | -68.5% | -17.0% |
| YTD | -9.6% | +36.9% | -46.5% | -17.7% |
| 1Y | -11.9% | +78.1% | -90.0% | -25.4% |
| 3Y | +37.8% | +36.7% | +1.2% | +18.6% |
| 5Y | -7.0% | -38.1% | +31.0% | -0.6% |
| All | +14.2% | +249.3% | -235.1% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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