+153.7%
CAT vs ACM
-7.4%
+161.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -6.3% | +6.6% | -12.9% | -8.6% |
| 30D | -26.8% | +19.8% | -46.6% | -32.0% |
| 3M | -30.0% | -3.1% | -26.9% | -29.4% |
| 6M | -34.6% | -11.5% | -23.1% | -31.5% |
| YTD | +2.9% | -24.7% | +27.6% | +15.9% |
| 1Y | +3.3% | -45.1% | +48.3% | +41.4% |
| 3Y | +153.7% | -8.9% | +162.6% | +153.2% |
| All | +153.7% | -7.4% | +161.1% | +153.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling