+427.3%
CSX vs FXI
+19.8%
+407.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | +5.7% | -11.2% | -7.1% |
| 30D | +4.9% | +4.6% | +0.4% | +3.4% |
| 3M | -2.9% | -2.8% | -0.1% | -2.2% |
| 6M | +8.3% | -6.1% | +14.4% | +10.1% |
| YTD | +36.7% | -8.0% | +44.8% | +39.6% |
| 1Y | +41.5% | -11.3% | +52.8% | +46.0% |
| 3Y | +68.6% | +42.6% | +26.0% | +43.3% |
| 5Y | +48.4% | -0.1% | +48.5% | +42.9% |
| All | +427.3% | +19.8% | +407.6% | +376.7% |
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