+37.8%
CTSH vs FXI
+20.5%
+17.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -2.3% | +4.4% | -6.7% | -3.8% |
| 30D | +7.4% | +1.2% | +6.2% | +6.9% |
| 3M | +10.9% | -4.2% | +15.1% | +12.5% |
| 6M | +24.7% | -6.2% | +30.9% | +27.2% |
| YTD | -22.0% | -8.8% | -13.2% | -19.9% |
| 1Y | -11.2% | -11.6% | +0.5% | -7.7% |
| 3Y | +3.9% | +45.1% | -41.3% | -13.4% |
| 5Y | -13.9% | -1.2% | -12.7% | -16.5% |
| 10Y | +37.8% | +20.1% | +17.7% | +18.4% |
| All | +37.8% | +20.5% | +17.3% | +18.4% |
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 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