+414.9%
CSX vs FXI
+19.2%
+395.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.0% | -4.2% | +10.2% | +7.3% |
| 30D | +7.8% | -1.1% | +8.9% | +8.1% |
| 3M | +4.1% | -4.0% | +8.1% | +5.2% |
| 6M | +17.9% | -11.8% | +29.7% | +22.1% |
| YTD | +44.9% | -11.9% | +56.8% | +49.8% |
| 1Y | +51.1% | -16.1% | +67.3% | +58.7% |
| 3Y | +78.3% | +38.8% | +39.5% | +52.3% |
| 5Y | +58.1% | -9.1% | +67.2% | +59.1% |
| All | +414.9% | +19.2% | +395.7% | +342.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling