+200.3%
FXI vs CRS
+1,583.6%
-1,383.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.8% |
| 7D | -4.2% | +4.8% | -9.0% | -5.8% |
| 30D | -1.1% | -23.2% | +22.1% | +6.0% |
| 3M | -4.0% | -45.5% | +41.5% | +14.4% |
| 6M | -11.8% | -33.1% | +21.3% | -2.8% |
| YTD | -11.9% | -7.2% | -4.7% | -14.1% |
| 1Y | -16.1% | -10.0% | -6.1% | -17.5% |
| 3Y | +38.8% | +332.3% | -293.5% | -26.5% |
| 5Y | -9.1% | +801.9% | -810.9% | -65.6% |
| 10Y | +18.4% | +820.9% | -802.5% | -65.4% |
| All | +200.3% | +1,583.6% | -1,383.3% | -43.7% |
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