-12.1%
CTSH vs FXI
-16.7%
+4.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -4.2% | -4.2% | 0.0% | -3.4% |
| 30D | +3.9% | -2.0% | +6.0% | +4.4% |
| 3M | +10.2% | -5.0% | +15.1% | +11.2% |
| 6M | +35.3% | -9.6% | +44.9% | +35.6% |
| YTD | -21.8% | -11.9% | -9.9% | -20.5% |
| 1Y | -12.1% | -16.7% | +4.5% | -8.3% |
| All | -12.1% | -16.7% | +4.6% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling