+883.1%
CTSH vs FXI
+213.2%
+669.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | -0.6% | +5.7% | -6.3% | -3.3% |
| 30D | +13.4% | +4.6% | +8.8% | +10.8% |
| 3M | +14.4% | -2.8% | +17.2% | +15.8% |
| 6M | +27.7% | -6.1% | +33.8% | +31.1% |
| YTD | -20.6% | -8.0% | -12.6% | -18.0% |
| 1Y | -9.1% | -11.3% | +2.2% | -4.5% |
| 3Y | +3.1% | +42.6% | -39.6% | -18.8% |
| 5Y | -11.8% | -0.1% | -11.7% | -21.0% |
| 10Y | +42.7% | +22.7% | +20.0% | +9.6% |
| All | +883.1% | +213.2% | +669.9% | +296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling