-16.1%
FXI vs CART
+48.3%
-64.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -4.2% | +1.2% | -5.4% | -4.2% |
| 30D | -2.0% | +17.8% | -19.8% | -2.3% |
| 3M | -5.0% | +20.7% | -25.7% | -5.3% |
| 6M | -9.6% | +49.7% | -59.4% | -9.5% |
| YTD | -11.9% | +30.0% | -41.9% | -12.4% |
| All | -16.1% | +48.3% | -64.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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