+221.8%
FXI vs CRS
+2,643.2%
-2,421.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | +1.0% | -0.2% | +1.3% | +1.1% |
| 30D | -0.6% | -16.6% | +16.1% | +5.2% |
| 3M | +1.9% | -3.5% | +5.4% | +1.9% |
| 6M | -0.2% | +15.4% | -15.6% | -6.7% |
| YTD | -5.6% | +51.2% | -56.8% | -19.9% |
| 1Y | -4.7% | +98.3% | -103.0% | -27.2% |
| 3Y | +38.0% | +651.5% | -613.5% | -38.1% |
| 5Y | -2.7% | +1,411.1% | -1,413.8% | -68.5% |
| 10Y | +19.9% | +1,424.3% | -1,404.4% | -70.3% |
| All | +221.8% | +2,643.2% | -2,421.4% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling