+44.5%
FXI vs CTAS
+74.6%
-30.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.8% |
| 7D | +3.7% | +0.7% | +3.0% | +3.6% |
| 30D | +0.5% | +11.3% | -10.8% | -0.6% |
| 3M | -5.7% | +11.4% | -17.1% | -6.8% |
| 6M | -6.9% | +35.6% | -42.5% | -10.0% |
| YTD | -9.5% | +20.7% | -30.2% | -11.4% |
| 1Y | -14.0% | +22.8% | -36.9% | -16.0% |
| 3Y | +44.5% | +73.4% | -28.9% | +20.1% |
| All | +44.5% | +74.6% | -30.1% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling