+1,126.0%
CAT vs FXI
+14.7%
+1,111.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.0% |
| 7D | +5.6% | -1.0% | +6.5% | +5.9% |
| 30D | -2.3% | -3.2% | +0.9% | -1.1% |
| 3M | -10.0% | +1.7% | -11.7% | -11.0% |
| 6M | +21.2% | -1.6% | +22.8% | +21.6% |
| YTD | +44.4% | -7.9% | +52.4% | +48.9% |
| 1Y | +96.3% | -9.6% | +105.9% | +103.8% |
| 3Y | +203.9% | +40.5% | +163.5% | +157.6% |
| 5Y | +333.5% | -6.2% | +339.7% | +337.0% |
| 10Y | +1,126.0% | +14.2% | +1,111.9% | +966.2% |
| All | +1,126.0% | +14.7% | +1,111.3% | +966.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 10y: compounded portfolio wealth divided by compounded FXI 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…
10y analysis · Full analysis span regression · 6 months rolling