+58.1%
CSX vs FXI
-6.5%
+64.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | +8.7% | -0.6% | +9.3% | +8.8% |
| 3M | +4.2% | -4.9% | +9.1% | +4.9% |
| 6M | +16.7% | -8.8% | +25.5% | +18.1% |
| YTD | +44.5% | -10.7% | +55.2% | +46.6% |
| 1Y | +50.3% | -15.2% | +65.5% | +53.6% |
| 3Y | +76.3% | +42.5% | +33.8% | +64.2% |
| 5Y | +58.1% | -7.8% | +66.0% | +57.4% |
| All | +58.1% | -6.5% | +64.7% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling