+866.1%
CTSH vs FXI
+210.6%
+655.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -2.3% | +4.4% | -6.7% | -4.3% |
| 30D | +7.4% | +1.2% | +6.2% | +6.7% |
| 3M | +10.9% | -4.2% | +15.1% | +13.1% |
| 6M | +24.7% | -6.2% | +30.9% | +28.1% |
| YTD | -22.0% | -8.8% | -13.2% | -19.1% |
| 1Y | -11.2% | -11.6% | +0.5% | -6.5% |
| 3Y | +3.9% | +45.1% | -41.3% | -19.0% |
| 5Y | -13.9% | -1.2% | -12.7% | -22.5% |
| 10Y | +37.8% | +20.1% | +17.7% | +7.0% |
| All | +866.1% | +210.6% | +655.5% | +291.1% |
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