+42.2%
CVX vs FXI
+40.3%
+1.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +0.9% |
| 7D | -0.6% | -1.0% | +0.4% | -0.5% |
| 30D | +13.4% | -3.2% | +16.7% | +13.9% |
| 3M | +11.8% | +1.7% | +10.2% | +11.5% |
| 6M | +12.4% | -1.6% | +14.0% | +12.4% |
| YTD | +41.5% | -7.9% | +49.4% | +42.8% |
| 1Y | +41.6% | -9.6% | +51.2% | +43.2% |
| 3Y | +42.2% | +40.5% | +1.8% | +33.5% |
| All | +42.2% | +40.3% | +1.9% | +33.5% |
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 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