+846.5%
CTSH vs FXI
+221.5%
+625.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.4% |
| 7D | -2.7% | +1.0% | -3.7% | -3.2% |
| 30D | +12.4% | -0.6% | +12.9% | +12.6% |
| 3M | +17.4% | +1.9% | +15.5% | +16.2% |
| 6M | -3.1% | -0.2% | -2.9% | -3.6% |
| YTD | -23.6% | -5.6% | -18.0% | -22.0% |
| 1Y | -10.8% | -4.7% | -6.2% | -9.7% |
| 3Y | -8.3% | +38.0% | -46.3% | -26.6% |
| 5Y | -11.3% | -2.7% | -8.7% | -19.6% |
| 10Y | +22.6% | +19.9% | +2.7% | -4.6% |
| All | +846.5% | +221.5% | +625.0% | +277.0% |
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