+210.8%
FXI vs CASY
+4,630.9%
-4,420.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +4.4% | +3.6% | +0.8% | +3.2% |
| 30D | +1.2% | +7.2% | -6.0% | -1.2% |
| 3M | -4.2% | -16.9% | +12.8% | +0.9% |
| 6M | -6.2% | -19.3% | +13.1% | -1.4% |
| YTD | -8.8% | +25.6% | -34.4% | -17.7% |
| 1Y | -11.6% | +30.2% | -41.8% | -21.4% |
| 3Y | +45.1% | +154.9% | -109.7% | -1.1% |
| 5Y | -1.2% | +252.1% | -253.3% | -42.0% |
| 10Y | +20.1% | +535.8% | -515.8% | -48.4% |
| All | +210.8% | +4,630.9% | -4,420.1% | -49.4% |
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