+58.5%
COP vs FXI
-13.7%
+72.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.7% |
| 7D | -6.1% | +3.7% | -9.8% | -5.4% |
| 30D | +1.1% | +0.5% | +0.6% | +1.4% |
| 3M | +10.9% | -5.7% | +16.6% | +10.3% |
| 6M | +20.8% | -6.9% | +27.7% | +18.8% |
| YTD | +48.0% | -9.5% | +57.5% | +47.7% |
| 1Y | +58.5% | -14.0% | +72.5% | +60.0% |
| All | +58.5% | -13.7% | +72.2% | +60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling