+53.3%
CSX vs FXI
-0.9%
+54.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.4% | -2.5% |
| 7D | -2.7% | +6.9% | -9.6% | -3.6% |
| 30D | +7.0% | +3.5% | +3.5% | +6.5% |
| 3M | -0.3% | -3.2% | +2.9% | +0.1% |
| 6M | +13.5% | -3.5% | +17.1% | +14.0% |
| YTD | +41.5% | -8.1% | +49.6% | +42.9% |
| 1Y | +45.8% | -10.5% | +56.3% | +47.8% |
| 3Y | +74.4% | +43.0% | +31.3% | +62.6% |
| All | +53.3% | -0.9% | +54.3% | +46.9% |
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 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