+16.2%
CVS vs FXI
-17.2%
+33.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +6.6% | -4.2% | +10.8% | +6.1% |
| 30D | -0.4% | -1.1% | +0.7% | -0.2% |
| 3M | -5.3% | -4.0% | -1.3% | -4.8% |
| 6M | -7.7% | -11.8% | +4.1% | -5.1% |
| YTD | +16.0% | -11.9% | +28.0% | +17.3% |
| 1Y | +16.2% | -16.1% | +32.3% | +18.5% |
| All | +16.2% | -17.2% | +33.4% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling