+61.2%
CVS vs FXI
+19.2%
+42.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +10.4% | -4.2% | +14.6% | +11.1% |
| 30D | +3.3% | -2.0% | +5.3% | +3.5% |
| 3M | -4.5% | -5.0% | +0.4% | -3.9% |
| 6M | -4.4% | -9.6% | +5.3% | -3.1% |
| YTD | +16.6% | -11.9% | +28.5% | +18.5% |
| 1Y | +15.3% | -16.7% | +32.0% | +18.2% |
| 3Y | +48.6% | +40.6% | +7.9% | +37.1% |
| 5Y | +12.9% | -9.1% | +22.0% | +14.7% |
| All | +61.2% | +19.2% | +42.0% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling