+20.0%
FXI vs CRL
+358.0%
-338.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -1.9% | +5.0% | -7.0% | -3.1% |
| 30D | -0.6% | +13.5% | -14.2% | -4.0% |
| 3M | -4.9% | +21.5% | -26.4% | -9.7% |
| 6M | -8.8% | +103.4% | -112.2% | -23.9% |
| YTD | -10.7% | +71.8% | -82.5% | -23.3% |
| 1Y | -15.2% | +97.5% | -112.8% | -29.8% |
| 3Y | +42.5% | +99.2% | -56.8% | +10.4% |
| 5Y | -7.8% | -12.1% | +4.3% | -10.1% |
| 10Y | +20.0% | +359.2% | -339.2% | -27.8% |
| All | +20.0% | +358.0% | -338.0% | -27.8% |
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