+42.6%
FXI vs CART
+111.7%
-69.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.1% |
| 7D | +6.9% | +1.2% | +5.7% | +6.8% |
| 30D | +3.5% | +27.1% | -23.6% | +2.4% |
| 3M | -3.2% | +27.4% | -30.6% | -4.2% |
| 6M | -3.5% | +32.1% | -35.7% | -4.8% |
| YTD | -8.1% | +28.5% | -36.5% | -9.1% |
| 1Y | -10.5% | +58.8% | -69.3% | -12.6% |
| All | +42.6% | +111.7% | -69.1% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling