+34.8%
CTSH vs FXI
+19.2%
+15.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | -4.2% | +2.1% | -0.6% |
| 30D | +1.4% | -1.1% | +2.5% | +1.8% |
| 3M | +7.5% | -4.0% | +11.4% | +8.9% |
| 6M | +39.6% | -11.8% | +51.4% | +45.6% |
| YTD | -22.3% | -11.9% | -10.4% | -19.2% |
| 1Y | -12.0% | -16.1% | +4.2% | -6.8% |
| 3Y | +1.8% | +38.8% | -37.0% | -13.7% |
| 5Y | -15.8% | -9.1% | -6.8% | -15.1% |
| All | +34.8% | +19.2% | +15.6% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling