+801.2%
CVX vs FXI
+200.0%
+601.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.0% |
| 7D | +1.6% | -4.2% | +5.8% | +3.4% |
| 30D | -0.6% | -2.0% | +1.4% | 0.0% |
| 3M | +11.0% | -5.0% | +16.0% | +13.0% |
| 6M | +18.4% | -9.6% | +28.1% | +22.7% |
| YTD | +45.9% | -11.9% | +57.8% | +51.9% |
| 1Y | +46.7% | -16.7% | +63.3% | +56.2% |
| 3Y | +71.6% | +40.6% | +30.9% | +39.6% |
| 5Y | +131.4% | -9.1% | +140.5% | +116.0% |
| 10Y | +209.3% | +18.4% | +190.9% | +150.9% |
| All | +801.2% | +200.0% | +601.1% | +275.5% |
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 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