+48.2%
CSX vs FXI
-0.9%
+49.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | +5.7% | -11.2% | -6.3% |
| 30D | +4.9% | +4.6% | +0.4% | +4.2% |
| 3M | -2.9% | -2.8% | -0.1% | -2.5% |
| 6M | +8.3% | -6.1% | +14.4% | +9.2% |
| YTD | +36.7% | -8.0% | +44.8% | +38.1% |
| 1Y | +41.5% | -11.3% | +52.8% | +43.7% |
| 3Y | +68.6% | +42.6% | +26.0% | +57.3% |
| All | +48.2% | -0.9% | +49.1% | +41.9% |
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