+151.6%
CAT vs ACI
-30.9%
+182.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.4% |
| 7D | -6.3% | -0.6% | -5.7% | -6.3% |
| 30D | -26.8% | +9.5% | -36.3% | -26.8% |
| 3M | -30.0% | +10.1% | -40.1% | -30.1% |
| 6M | -34.6% | -15.4% | -19.2% | -33.4% |
| YTD | +2.9% | -19.5% | +22.5% | +4.9% |
| 1Y | +3.3% | -21.0% | +24.2% | +5.5% |
| All | +151.6% | -30.9% | +182.5% | +164.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling