+14.2%
FXI vs CASY
+464.4%
-450.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.8% | -17.2% | +14.4% | 0.0% |
| 30D | -3.7% | -24.4% | +20.7% | +0.4% |
| 3M | -0.4% | -31.4% | +31.0% | +5.3% |
| 6M | -5.4% | -8.9% | +3.5% | -4.9% |
| YTD | -9.6% | +13.8% | -23.4% | -12.5% |
| 1Y | -11.9% | +17.0% | -28.9% | -15.3% |
| 3Y | +37.8% | +163.1% | -125.3% | +12.7% |
| 5Y | -7.0% | +239.0% | -246.0% | -29.1% |
| All | +14.2% | +464.4% | -450.2% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling