+2,654.4%
CPRT vs FXI
+210.6%
+2,443.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +1.6% | +4.4% | -2.7% | +0.4% |
| 30D | +18.8% | +1.2% | +17.6% | +18.4% |
| 3M | +9.4% | -4.2% | +13.6% | +10.8% |
| 6M | -4.4% | -6.2% | +1.8% | -2.8% |
| YTD | -17.1% | -8.8% | -8.3% | -15.2% |
| 1Y | -19.9% | -11.6% | -8.3% | -17.4% |
| 3Y | -30.5% | +45.1% | -75.6% | -40.2% |
| 5Y | -15.9% | -1.2% | -14.7% | -20.6% |
| 10Y | +386.7% | +20.1% | +366.6% | +327.8% |
| All | +2,654.4% | +210.6% | +2,443.8% | +1,287.3% |
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