+208.6%
FXI vs CTAS
+2,700.8%
-2,492.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.2% |
| 7D | +3.7% | +0.7% | +3.0% | +3.3% |
| 30D | +0.5% | +11.3% | -10.8% | -5.3% |
| 3M | -5.7% | +11.4% | -17.1% | -11.3% |
| 6M | -6.9% | +35.6% | -42.5% | -22.1% |
| YTD | -9.5% | +20.7% | -30.2% | -19.7% |
| 1Y | -14.0% | +22.8% | -36.9% | -24.5% |
| 3Y | +44.5% | +73.4% | -28.9% | -0.1% |
| 5Y | -2.8% | +117.6% | -120.4% | -42.6% |
| 10Y | +20.3% | +818.4% | -798.1% | -76.4% |
| All | +208.6% | +2,700.8% | -2,492.2% | -80.6% |
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