+78.3%
CSX vs FXI
+39.4%
+38.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.0% | -4.2% | +10.2% | +6.5% |
| 30D | +7.8% | -1.1% | +8.9% | +7.9% |
| 3M | +4.1% | -4.0% | +8.1% | +4.5% |
| 6M | +17.9% | -11.8% | +29.7% | +19.6% |
| YTD | +44.9% | -11.9% | +56.8% | +46.8% |
| 1Y | +51.1% | -16.1% | +67.3% | +53.9% |
| 3Y | +78.3% | +38.8% | +39.5% | +72.5% |
| All | +78.3% | +39.4% | +38.8% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling