-8.4%
FXI vs CRS
+800.5%
-808.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | -4.2% | +4.8% | -9.0% | -4.9% |
| 30D | -1.1% | -23.2% | +22.1% | +1.9% |
| 3M | -4.0% | -45.5% | +41.5% | +3.7% |
| 6M | -11.8% | -33.1% | +21.3% | -8.1% |
| YTD | -11.9% | -7.2% | -4.7% | -13.0% |
| 1Y | -16.1% | -10.0% | -6.1% | -16.8% |
| 3Y | +38.8% | +332.3% | -293.5% | +1.4% |
| All | -8.4% | +800.5% | -808.9% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling