+1,110.7%
CAT vs ACM
+130.7%
+980.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +1.7% | -3.7% | +5.5% | +3.8% |
| 30D | -6.6% | -11.1% | +4.5% | -1.7% |
| 3M | -13.3% | -8.0% | -5.3% | -10.9% |
| 6M | +11.6% | -29.7% | +41.3% | +32.3% |
| YTD | +42.9% | -29.4% | +72.3% | +67.1% |
| 1Y | +95.4% | -46.4% | +141.9% | +165.6% |
| 3Y | +196.6% | -22.3% | +218.9% | +223.7% |
| 5Y | +321.7% | +4.5% | +317.2% | +287.2% |
| All | +1,110.7% | +130.7% | +980.1% | +604.9% |
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