+3,634.6%
CSX vs FXI
+213.1%
+3,421.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.4% | -2.8% |
| 7D | -2.7% | +6.9% | -9.6% | -5.6% |
| 30D | +7.0% | +3.5% | +3.5% | +5.2% |
| 3M | -0.3% | -3.2% | +2.9% | +0.9% |
| 6M | +13.5% | -3.5% | +17.1% | +14.7% |
| YTD | +41.5% | -8.1% | +49.6% | +45.7% |
| 1Y | +45.8% | -10.5% | +56.3% | +51.8% |
| 3Y | +74.4% | +43.0% | +31.3% | +38.0% |
| 5Y | +53.6% | -0.1% | +53.7% | +35.9% |
| 10Y | +465.6% | +22.7% | +442.9% | +336.3% |
| All | +3,634.6% | +213.1% | +3,421.5% | +1,508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling