+60.4%
CVS vs FXI
+19.2%
+41.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +6.6% | -4.2% | +10.8% | +7.2% |
| 30D | -0.4% | -1.1% | +0.7% | -0.4% |
| 3M | -5.3% | -4.0% | -1.3% | -4.8% |
| 6M | -7.7% | -11.8% | +4.1% | -6.1% |
| YTD | +16.0% | -11.9% | +28.0% | +18.0% |
| 1Y | +16.2% | -16.1% | +32.3% | +19.1% |
| 3Y | +47.6% | +38.8% | +8.8% | +36.5% |
| 5Y | +12.3% | -9.1% | +21.4% | +14.1% |
| All | +60.4% | +19.2% | +41.2% | +48.0% |
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 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