+768.9%
CVX vs FXI
+221.5%
+547.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.9% |
| 7D | +3.3% | +1.0% | +2.3% | +2.9% |
| 30D | +12.9% | -0.6% | +13.4% | +13.1% |
| 3M | +11.7% | +1.9% | +9.8% | +10.6% |
| 6M | +14.1% | -0.2% | +14.3% | +13.4% |
| YTD | +40.7% | -5.6% | +46.3% | +42.8% |
| 1Y | +37.5% | -4.7% | +42.2% | +38.6% |
| 3Y | +43.9% | +38.0% | +5.9% | +18.4% |
| 5Y | +161.5% | -2.7% | +164.1% | +137.2% |
| 10Y | +215.1% | +19.9% | +195.2% | +155.8% |
| All | +768.9% | +221.5% | +547.3% | +253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling