-6.2%
FXI vs CTAS
+114.7%
-120.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -1.0% | 0.0% | -0.9% | -1.0% |
| 30D | -3.2% | -1.0% | -2.2% | -3.0% |
| 3M | +1.7% | +15.8% | -14.1% | -2.2% |
| 6M | -1.6% | -1.0% | -0.6% | -1.5% |
| YTD | -7.9% | +7.4% | -15.3% | -10.0% |
| 1Y | -9.6% | -0.1% | -9.5% | -10.0% |
| 3Y | +40.5% | +66.3% | -25.8% | +12.1% |
| 5Y | -6.2% | +111.0% | -117.2% | -33.0% |
| All | -6.2% | +114.7% | -120.9% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling