+3,385.2%
CAT vs FXI
+221.5%
+3,163.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.0% |
| 7D | +1.7% | +1.0% | +0.7% | +1.2% |
| 30D | -6.6% | -0.6% | -6.0% | -6.4% |
| 3M | -13.3% | +1.9% | -15.2% | -14.5% |
| 6M | +11.6% | -0.2% | +11.8% | +11.2% |
| YTD | +42.9% | -5.6% | +48.5% | +46.5% |
| 1Y | +95.4% | -4.7% | +100.1% | +99.2% |
| 3Y | +196.6% | +38.0% | +158.6% | +143.0% |
| 5Y | +321.7% | -2.7% | +324.3% | +286.4% |
| 10Y | +1,140.8% | +19.9% | +1,120.9% | +895.7% |
| All | +3,385.2% | +221.5% | +3,163.6% | +1,421.4% |
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