+183.3%
CAT vs ACI
-43.3%
+226.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.2% |
| 7D | -10.3% | -2.2% | -8.1% | -10.1% |
| 30D | -31.2% | +10.3% | -41.5% | -32.0% |
| 3M | -34.7% | +7.2% | -41.8% | -35.3% |
| 6M | -39.5% | -18.0% | -21.5% | -38.1% |
| YTD | -1.7% | -22.0% | +20.3% | +1.0% |
| 1Y | -1.1% | -23.4% | +22.2% | +1.8% |
| 3Y | +143.9% | -35.8% | +179.7% | +158.0% |
| All | +183.3% | -43.3% | +226.6% | +194.7% |
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