+688.6%
CAT vs FXI
+19.2%
+669.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +7.4% | -4.2% | +11.6% | +9.2% |
| 30D | -19.7% | -1.1% | -18.6% | -19.5% |
| 3M | -29.6% | -4.0% | -25.6% | -28.7% |
| 6M | -33.2% | -11.8% | -21.4% | -30.2% |
| YTD | +5.7% | -11.9% | +17.6% | +10.5% |
| 1Y | +9.3% | -16.1% | +25.5% | +16.6% |
| 3Y | +158.3% | +38.8% | +119.5% | +119.0% |
| 5Y | +211.6% | -9.1% | +220.7% | +217.3% |
| All | +688.6% | +19.2% | +669.4% | +541.7% |
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