+14.7%
FXI vs CRS
+1,392.1%
-1,377.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -3.9% | -6.8% | +2.9% | -2.7% |
| 30D | -2.1% | -16.1% | +14.0% | +0.8% |
| 3M | -0.5% | -21.2% | +20.7% | +3.2% |
| 6M | -4.5% | +8.7% | -13.2% | -7.0% |
| YTD | -9.2% | +41.0% | -50.2% | -15.9% |
| 1Y | -13.8% | +82.7% | -96.4% | -24.4% |
| 3Y | +36.6% | +604.8% | -568.2% | -11.2% |
| 5Y | -6.7% | +1,384.7% | -1,391.4% | -49.4% |
| All | +14.7% | +1,392.1% | -1,377.4% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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