+788.4%
CVX vs FXI
+204.0%
+584.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.6% |
| 7D | -1.7% | -1.9% | +0.2% | -0.9% |
| 30D | -0.8% | -0.6% | -0.2% | -0.7% |
| 3M | +9.4% | -4.9% | +14.3% | +11.3% |
| 6M | +17.5% | -8.8% | +26.3% | +21.3% |
| YTD | +43.8% | -10.7% | +54.6% | +49.0% |
| 1Y | +41.9% | -15.2% | +57.1% | +50.1% |
| 3Y | +69.1% | +42.5% | +26.7% | +36.9% |
| 5Y | +128.3% | -7.8% | +136.1% | +111.9% |
| 10Y | +204.9% | +20.0% | +185.0% | +146.1% |
| All | +788.4% | +204.0% | +584.4% | +268.2% |
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