+47.1%
CSX vs FXI
-10.5%
+57.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +2.1% |
| 7D | +0.1% | +6.6% | -6.4% | -0.6% |
| 30D | +9.7% | +2.2% | +7.6% | +9.5% |
| 3M | +2.3% | -4.7% | +7.0% | +3.1% |
| 6M | +17.1% | -4.7% | +21.7% | +18.0% |
| YTD | +44.9% | -9.0% | +53.9% | +46.4% |
| 1Y | +47.1% | -10.5% | +57.6% | +48.8% |
| All | +47.1% | -10.5% | +57.6% | +48.8% |
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 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