+700.3%
CAT vs ACM
+130.8%
+569.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.5% | +3.2% |
| 7D | +1.7% | +3.0% | -1.3% | +0.3% |
| 30D | -24.6% | +19.7% | -44.2% | -31.5% |
| 3M | -28.5% | +5.3% | -33.8% | -31.4% |
| 6M | -34.8% | -10.8% | -24.0% | -32.5% |
| YTD | +5.9% | -25.1% | +31.0% | +19.4% |
| 1Y | +6.8% | -45.8% | +52.6% | +44.0% |
| 3Y | +161.1% | -9.4% | +170.5% | +160.7% |
| 5Y | +213.4% | +4.8% | +208.6% | +187.0% |
| 10Y | +700.3% | +129.8% | +570.6% | +377.8% |
| All | +700.3% | +130.8% | +569.5% | +377.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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