+45.1%
FXI vs CASY
+155.2%
-110.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +4.4% | +3.6% | +0.8% | +4.1% |
| 30D | +1.2% | +7.2% | -6.0% | +0.6% |
| 3M | -4.2% | -16.9% | +12.8% | -2.8% |
| 6M | -6.2% | -19.3% | +13.1% | -4.7% |
| YTD | -8.8% | +25.6% | -34.4% | -10.8% |
| 1Y | -11.6% | +30.2% | -41.8% | -13.8% |
| 3Y | +45.1% | +154.9% | -109.7% | +30.8% |
| All | +45.1% | +155.2% | -110.1% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling