-12.1%
CTSH vs FXI
-0.9%
-11.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | -0.6% | +5.7% | -6.3% | -1.9% |
| 30D | +13.4% | +4.6% | +8.8% | +12.1% |
| 3M | +14.4% | -2.8% | +17.2% | +15.2% |
| 6M | +27.7% | -6.1% | +33.8% | +29.4% |
| YTD | -20.6% | -8.0% | -12.6% | -19.3% |
| 1Y | -9.1% | -11.3% | +2.2% | -6.8% |
| 3Y | +3.1% | +42.6% | -39.6% | -7.7% |
| All | -12.1% | -0.9% | -11.1% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling