+6.8%
CAT vs ACI
-23.0%
+29.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +2.7% |
| 7D | +1.7% | -5.3% | +7.1% | +0.9% |
| 30D | -24.6% | +5.0% | -29.6% | -23.9% |
| 3M | -28.5% | +7.5% | -36.0% | -27.4% |
| 6M | -34.8% | -16.0% | -18.8% | -34.3% |
| YTD | +5.9% | -20.6% | +26.6% | +5.0% |
| 1Y | +6.8% | -23.5% | +30.4% | +5.1% |
| All | +6.8% | -23.0% | +29.8% | +5.1% |
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