+213.9%
CAT vs FXI
-9.2%
+223.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +7.4% | -4.2% | +11.6% | +8.6% |
| 30D | -19.7% | -1.1% | -18.6% | -19.6% |
| 3M | -29.6% | -4.0% | -25.6% | -29.0% |
| 6M | -33.2% | -11.8% | -21.4% | -31.2% |
| YTD | +5.7% | -11.9% | +17.6% | +8.9% |
| 1Y | +9.3% | -16.1% | +25.5% | +14.0% |
| 3Y | +158.3% | +38.8% | +119.5% | +138.5% |
| All | +213.9% | -9.2% | +223.1% | +223.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling