+8.9%
CAT vs ACI
-18.4%
+27.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.8% | -4.6% |
| 7D | -17.1% | +4.5% | -21.6% | -16.4% |
| 30D | -30.1% | +20.9% | -51.0% | -28.0% |
| 3M | -32.4% | +15.2% | -47.6% | -30.7% |
| 6M | -32.1% | -13.3% | -18.8% | -31.1% |
| YTD | +4.1% | -16.2% | +20.3% | +4.2% |
| 1Y | +8.9% | -16.9% | +25.8% | +8.5% |
| All | +8.9% | -18.4% | +27.3% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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