+208.6%
FXI vs CASY
+4,674.4%
-4,465.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +3.7% | +5.0% | -1.3% | +2.1% |
| 30D | +0.5% | +8.2% | -7.7% | -2.2% |
| 3M | -5.7% | -18.2% | +12.5% | -0.2% |
| 6M | -6.9% | -18.6% | +11.7% | -2.4% |
| YTD | -9.5% | +26.8% | -36.3% | -18.6% |
| 1Y | -14.0% | +31.6% | -45.6% | -23.8% |
| 3Y | +44.5% | +156.5% | -112.0% | -1.7% |
| 5Y | -2.8% | +258.6% | -261.4% | -43.3% |
| 10Y | +20.3% | +550.3% | -529.9% | -48.7% |
| All | +208.6% | +4,674.4% | -4,465.8% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling