+200.3%
FXI vs CTAS
+2,728.7%
-2,528.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -4.2% | +0.5% | -4.7% | -4.5% |
| 30D | -2.0% | +10.2% | -12.3% | -7.2% |
| 3M | -5.0% | +12.1% | -17.1% | -10.9% |
| 6M | -9.6% | +38.3% | -47.9% | -25.1% |
| YTD | -11.9% | +21.9% | -33.8% | -22.3% |
| 1Y | -16.7% | +24.0% | -40.7% | -27.2% |
| 3Y | +40.6% | +75.1% | -34.5% | -3.4% |
| 5Y | -9.1% | +116.9% | -126.0% | -46.2% |
| 10Y | +18.4% | +821.3% | -802.8% | -76.8% |
| All | +200.3% | +2,728.7% | -2,528.4% | -81.3% |
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