+213.9%
CAT vs ACI
-42.9%
+256.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.8% |
| 7D | +7.4% | +2.3% | +5.2% | +7.2% |
| 30D | -19.7% | +1.2% | -20.9% | -19.9% |
| 3M | -29.6% | +6.8% | -36.4% | -30.3% |
| 6M | -33.2% | -18.7% | -14.5% | -31.4% |
| YTD | +5.7% | -20.2% | +25.9% | +8.3% |
| 1Y | +9.3% | -23.7% | +33.1% | +13.1% |
| 3Y | +158.3% | -31.6% | +190.0% | +170.2% |
| All | +213.9% | -42.9% | +256.8% | +227.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling