+310.1%
COP vs FXI
+19.2%
+290.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.1% |
| 7D | -6.1% | +3.7% | -9.8% | -7.5% |
| 30D | +1.1% | +0.5% | +0.6% | +0.8% |
| 3M | +10.9% | -5.7% | +16.6% | +13.0% |
| 6M | +20.8% | -6.9% | +27.7% | +23.3% |
| YTD | +48.0% | -9.5% | +57.5% | +52.0% |
| 1Y | +58.5% | -14.0% | +72.5% | +66.0% |
| 3Y | +28.1% | +44.5% | -16.4% | +4.1% |
| 5Y | +120.5% | -2.8% | +123.2% | +113.9% |
| 10Y | +310.1% | +20.3% | +289.8% | +255.9% |
| All | +310.1% | +19.2% | +290.9% | +255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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