+688.6%
CAT vs ACM
+132.6%
+556.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | +7.4% | +5.6% | +1.8% | +4.4% |
| 30D | -19.7% | +20.8% | -40.5% | -27.6% |
| 3M | -29.6% | +11.4% | -41.0% | -34.2% |
| 6M | -33.2% | +0.9% | -34.1% | -35.1% |
| YTD | +5.7% | -24.8% | +30.5% | +19.2% |
| 1Y | +9.3% | -46.4% | +55.8% | +49.4% |
| 3Y | +158.3% | -9.2% | +167.6% | +157.3% |
| 5Y | +211.6% | +5.0% | +206.6% | +183.7% |
| All | +688.6% | +132.6% | +556.0% | +371.6% |
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