+741.6%
COP vs FXI
+204.0%
+537.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.3% |
| 7D | +0.7% | -1.9% | +2.6% | +1.6% |
| 30D | +0.2% | -0.6% | +0.9% | +0.3% |
| 3M | +10.2% | -4.9% | +15.1% | +12.3% |
| 6M | +20.1% | -8.8% | +28.9% | +24.4% |
| YTD | +50.5% | -10.7% | +61.3% | +56.4% |
| 1Y | +56.8% | -15.2% | +72.1% | +66.9% |
| 3Y | +30.3% | +42.5% | -12.2% | +2.7% |
| 5Y | +126.8% | -7.8% | +134.7% | +109.1% |
| 10Y | +325.0% | +20.0% | +305.0% | +238.6% |
| All | +741.6% | +204.0% | +537.6% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling