+19.2%
FXI vs CRL
+350.3%
-331.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -1.1% | +11.9% | -13.0% | -4.2% |
| 3M | -4.0% | +20.2% | -24.1% | -8.6% |
| 6M | -11.8% | +107.5% | -119.4% | -26.8% |
| YTD | -11.9% | +69.4% | -81.3% | -24.1% |
| 1Y | -16.1% | +99.7% | -115.9% | -30.8% |
| 3Y | +38.8% | +98.8% | -60.0% | +7.5% |
| 5Y | -9.1% | -12.4% | +3.3% | -11.3% |
| All | +19.2% | +350.3% | -331.1% | -28.2% |
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