-11.3%
CTSH vs FXI
+40.3%
-51.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.4% | -3.3% |
| 7D | -5.5% | -1.0% | -4.5% | -5.3% |
| 30D | +4.5% | -3.2% | +7.7% | +5.2% |
| 3M | +13.7% | +1.7% | +12.1% | +13.4% |
| 6M | -8.4% | -1.6% | -6.8% | -8.3% |
| YTD | -26.5% | -7.9% | -18.6% | -25.4% |
| 1Y | -13.9% | -9.6% | -4.3% | -12.3% |
| 3Y | -11.3% | +40.5% | -51.8% | -17.5% |
| All | -11.3% | +40.3% | -51.7% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling