+50.0%
CSX vs FXI
-16.7%
+66.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +3.1% | -4.2% | +7.3% | +3.6% |
| 30D | +9.7% | -2.0% | +11.7% | +9.9% |
| 3M | +4.9% | -5.0% | +9.9% | +5.7% |
| 6M | +18.4% | -9.6% | +28.0% | +20.6% |
| YTD | +45.9% | -11.9% | +57.8% | +48.2% |
| 1Y | +50.0% | -16.7% | +66.6% | +55.9% |
| All | +50.0% | -16.7% | +66.7% | +55.9% |
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