+95.4%
CAT vs ACI
-32.3%
+127.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +1.7% | +0.2% | +1.6% | +1.7% |
| 30D | -6.6% | +5.9% | -12.5% | -6.3% |
| 3M | -13.3% | -19.8% | +6.5% | -12.8% |
| 6M | +11.6% | -24.7% | +36.4% | +12.3% |
| YTD | +42.9% | -24.4% | +67.3% | +43.4% |
| 1Y | +95.4% | -31.5% | +126.9% | +102.2% |
| All | +95.4% | -32.3% | +127.8% | +102.2% |
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