+452.6%
CAT vs ACI
+32.1%
+420.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.0% |
| 7D | +1.7% | -5.3% | +7.1% | +2.1% |
| 30D | -24.6% | +5.0% | -29.6% | -24.9% |
| 3M | -28.5% | +7.5% | -36.0% | -29.0% |
| 6M | -34.8% | -16.0% | -18.8% | -34.0% |
| YTD | +5.9% | -20.6% | +26.6% | +7.7% |
| 1Y | +6.8% | -23.5% | +30.4% | +9.1% |
| 3Y | +161.1% | -32.1% | +193.2% | +169.1% |
| 5Y | +213.4% | -42.5% | +255.9% | +223.1% |
| All | +452.6% | +32.1% | +420.5% | +465.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling