+5.8%
CAT vs FXI
-13.0%
+18.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +8.0% | +7.4% |
| 7D | -2.4% | +4.4% | -6.8% | -3.9% |
| 30D | -25.0% | +1.2% | -26.2% | -25.2% |
| 3M | -28.7% | -4.2% | -24.5% | -27.1% |
| 6M | -33.0% | -6.2% | -26.8% | -29.1% |
| YTD | +5.4% | -8.8% | +14.2% | +13.1% |
| All | +5.8% | -13.0% | +18.8% | +16.8% |
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