+43.4%
FXI vs CART
+21.6%
+21.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | +1.0% | +1.0% | 0.0% | +1.0% |
| 30D | -0.6% | +12.6% | -13.2% | -1.1% |
| 3M | +1.9% | +23.1% | -21.2% | +1.0% |
| 6M | -0.2% | +39.5% | -39.7% | -1.8% |
| YTD | -5.6% | +13.5% | -19.1% | -6.2% |
| 1Y | -4.7% | +14.9% | -19.5% | -5.5% |
| All | +43.4% | +21.6% | +21.9% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling