-6.6%
FXI vs CRL
-37.6%
+31.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -2.8% | -4.6% | +1.8% | -2.0% |
| 30D | -5.3% | +0.5% | -5.8% | -5.4% |
| 3M | +0.3% | +46.6% | -46.3% | -6.3% |
| 6M | -4.6% | +57.3% | -61.8% | -12.7% |
| YTD | -9.1% | +39.5% | -48.6% | -15.2% |
| 1Y | -12.0% | +76.9% | -88.8% | -22.0% |
| 3Y | +38.6% | +39.4% | -0.7% | +24.1% |
| 5Y | -6.6% | -37.2% | +30.6% | -8.1% |
| All | -6.6% | -37.6% | +31.1% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling