+720.9%
COP vs FXI
+210.6%
+510.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | -8.4% | +4.4% | -12.8% | -10.4% |
| 30D | +0.3% | +1.2% | -1.0% | -0.5% |
| 3M | +15.1% | -4.2% | +19.3% | +16.9% |
| 6M | +19.8% | -6.2% | +26.0% | +22.5% |
| YTD | +46.8% | -8.8% | +55.6% | +51.0% |
| 1Y | +59.7% | -11.6% | +71.4% | +66.7% |
| 3Y | +28.7% | +45.1% | -16.4% | +0.6% |
| 5Y | +110.7% | -1.2% | +111.9% | +87.1% |
| 10Y | +298.3% | +20.1% | +278.2% | +217.7% |
| All | +720.9% | +210.6% | +510.3% | +194.4% |
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