+200.3%
FXI vs CRL
+652.3%
-452.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | -4.2% | +8.9% | -13.1% | -6.8% |
| 30D | -2.0% | +14.0% | -16.0% | -6.8% |
| 3M | -5.0% | +19.8% | -24.8% | -11.3% |
| 6M | -9.6% | +102.0% | -111.7% | -29.8% |
| YTD | -11.9% | +70.8% | -82.8% | -28.9% |
| 1Y | -16.7% | +98.7% | -115.4% | -36.3% |
| 3Y | +40.6% | +98.2% | -57.5% | -1.4% |
| 5Y | -9.1% | -11.7% | +2.6% | -16.3% |
| 10Y | +18.4% | +356.7% | -338.2% | -49.8% |
| All | +200.3% | +652.3% | -452.1% | -12.5% |
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