-27.1%
CPRT vs FXI
+40.3%
-67.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.9% | -3.0% |
| 7D | +0.4% | -1.0% | +1.4% | +0.5% |
| 30D | +9.9% | -3.2% | +13.1% | +10.3% |
| 3M | +5.6% | +1.7% | +4.0% | +5.5% |
| 6M | -13.6% | -1.6% | -12.1% | -13.5% |
| YTD | -16.7% | -7.9% | -8.8% | -16.0% |
| 1Y | -33.1% | -9.6% | -23.5% | -32.4% |
| 3Y | -27.1% | +40.5% | -67.5% | -30.6% |
| All | -27.1% | +40.3% | -67.4% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling