+6.8%
CAT vs FXI
-15.4%
+22.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.3% |
| 7D | +1.7% | -1.9% | +3.7% | +2.2% |
| 30D | -24.6% | -0.6% | -23.9% | -24.4% |
| 3M | -28.5% | -4.9% | -23.6% | -26.9% |
| 6M | -34.8% | -8.8% | -26.0% | -30.2% |
| YTD | +5.9% | -10.7% | +16.7% | +14.3% |
| 1Y | +6.8% | -15.2% | +22.1% | +19.6% |
| All | +6.8% | -15.4% | +22.2% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling