+55.6%
CVS vs FXI
+36.5%
+19.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.9% | -2.8% | +0.9% | -1.7% |
| 30D | -0.3% | -5.3% | +5.0% | +0.1% |
| 3M | -1.1% | +0.3% | -1.5% | -1.1% |
| 6M | +23.7% | -4.6% | +28.3% | +24.1% |
| YTD | +23.0% | -9.1% | +32.1% | +23.8% |
| 1Y | +37.2% | -12.0% | +49.1% | +38.3% |
| All | +55.6% | +36.5% | +19.1% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling