+210.8%
FXI vs CRL
+680.0%
-469.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -2.3% |
| 7D | +4.4% | +4.4% | 0.0% | +2.5% |
| 30D | +1.2% | +17.1% | -15.9% | -4.6% |
| 3M | -4.2% | +32.1% | -36.3% | -13.3% |
| 6M | -6.2% | +98.9% | -105.2% | -26.8% |
| YTD | -8.8% | +77.1% | -85.9% | -27.2% |
| 1Y | -11.6% | +110.3% | -121.9% | -33.6% |
| 3Y | +45.1% | +108.5% | -63.4% | +0.1% |
| 5Y | -1.2% | -7.9% | +6.7% | -10.3% |
| 10Y | +20.1% | +368.9% | -348.9% | -49.5% |
| All | +210.8% | +680.0% | -469.2% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling