+1,688.0%
CAT vs ACM
+230.8%
+1,457.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +1.7% | -3.7% | +5.5% | +3.6% |
| 30D | -6.6% | -11.1% | +4.5% | -2.1% |
| 3M | -13.3% | -8.0% | -5.3% | -11.1% |
| 6M | +11.6% | -29.7% | +41.3% | +30.1% |
| YTD | +42.9% | -29.4% | +72.3% | +64.7% |
| 1Y | +95.4% | -46.4% | +141.9% | +157.3% |
| 3Y | +196.6% | -22.3% | +218.9% | +223.0% |
| 5Y | +321.7% | +4.5% | +317.2% | +294.5% |
| 10Y | +1,140.8% | +127.6% | +1,013.1% | +654.7% |
| All | +1,688.0% | +230.8% | +1,457.2% | +711.0% |
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