+221.8%
FXI vs CTAS
+2,392.4%
-2,170.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +1.0% | -1.8% | +2.9% | +2.0% |
| 30D | -0.6% | -0.2% | -0.4% | -0.5% |
| 3M | +1.9% | +11.7% | -9.8% | -4.8% |
| 6M | -0.2% | +0.7% | -0.9% | -1.9% |
| YTD | -5.6% | +7.4% | -13.0% | -10.6% |
| 1Y | -4.7% | -2.1% | -2.6% | -5.3% |
| 3Y | +38.0% | +62.9% | -24.9% | -1.5% |
| 5Y | -2.7% | +111.9% | -114.6% | -42.1% |
| 10Y | +19.9% | +652.2% | -632.3% | -73.4% |
| All | +221.8% | +2,392.4% | -2,170.6% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling