+2,297.7%
CAT vs FXI
+213.2%
+2,084.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -10.3% | +5.7% | -15.9% | -12.8% |
| 30D | -31.2% | +4.6% | -35.8% | -32.9% |
| 3M | -34.7% | -2.8% | -31.9% | -34.1% |
| 6M | -39.5% | -6.1% | -33.4% | -38.2% |
| YTD | -1.7% | -8.0% | +6.4% | +1.6% |
| 1Y | -1.1% | -11.3% | +10.2% | +4.0% |
| 3Y | +143.9% | +42.6% | +101.2% | +95.7% |
| 5Y | +194.8% | -0.1% | +194.8% | +165.5% |
| 10Y | +739.8% | +22.7% | +717.0% | +562.6% |
| All | +2,297.7% | +213.2% | +2,084.5% | +955.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling