+725.3%
CAT vs ACM
+155.0%
+570.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -10.3% | +5.4% | -15.7% | -12.8% |
| 30D | -31.2% | +15.1% | -46.3% | -36.4% |
| 3M | -34.7% | -10.5% | -24.2% | -31.9% |
| 6M | -39.5% | -19.7% | -19.8% | -33.7% |
| YTD | -1.7% | -28.8% | +27.2% | +13.8% |
| 1Y | -1.1% | -47.9% | +46.7% | +35.9% |
| 3Y | +143.9% | -12.4% | +156.2% | +147.4% |
| 5Y | +194.8% | +0.6% | +194.2% | +175.5% |
| All | +725.3% | +155.0% | +570.3% | +366.9% |
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