+1,119.1%
CAT vs ACM
+233.2%
+885.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -5.3% |
| 7D | -14.5% | +5.1% | -19.5% | -16.6% |
| 30D | -35.7% | +11.5% | -47.2% | -39.3% |
| 3M | -36.3% | -10.5% | -25.8% | -33.8% |
| 6M | -38.5% | -20.4% | -18.2% | -33.0% |
| YTD | -2.5% | -28.9% | +26.3% | +11.3% |
| 1Y | -1.9% | -48.7% | +46.8% | +31.3% |
| 3Y | +139.2% | -12.5% | +151.7% | +144.3% |
| 5Y | +192.1% | +0.5% | +191.6% | +177.7% |
| 10Y | +732.3% | +161.2% | +571.1% | +372.6% |
| All | +1,119.1% | +233.2% | +885.8% | +448.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling