+41.0%
CVS vs FXI
+16.6%
+24.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -2.0% | -2.8% | +0.8% | -1.5% |
| 30D | +1.9% | -3.7% | +5.6% | +2.5% |
| 3M | -2.2% | -0.4% | -1.8% | -2.2% |
| 6M | +26.7% | -5.4% | +32.1% | +27.7% |
| YTD | +22.9% | -9.6% | +32.5% | +24.6% |
| 1Y | +32.9% | -11.9% | +44.8% | +35.2% |
| 3Y | +62.3% | +37.8% | +24.4% | +50.7% |
| 5Y | +34.2% | -7.0% | +41.3% | +35.8% |
| All | +41.0% | +16.6% | +24.4% | +31.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling