+19.2%
FXI vs CTAS
+814.6%
-795.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -4.2% | +2.0% | -6.2% | -4.8% |
| 30D | -1.1% | +8.7% | -9.8% | -3.8% |
| 3M | -4.0% | +13.3% | -17.2% | -7.8% |
| 6M | -11.8% | +39.4% | -51.2% | -21.3% |
| YTD | -11.9% | +21.5% | -33.4% | -17.9% |
| 1Y | -16.1% | +21.9% | -38.0% | -22.0% |
| 3Y | +38.8% | +73.6% | -34.9% | +10.8% |
| 5Y | -9.1% | +116.2% | -125.3% | -33.9% |
| All | +19.2% | +814.6% | -795.4% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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