+8.9%
CAT vs ACN
+10.1%
-1.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.8% | -9.0% | -4.1% |
| 7D | -17.1% | +8.6% | -25.7% | -15.0% |
| 30D | -30.1% | +36.6% | -66.7% | -23.5% |
| 3M | -32.4% | +56.3% | -88.7% | -22.6% |
| 6M | -32.1% | +49.7% | -81.8% | -19.6% |
| YTD | +4.1% | +1.3% | +2.8% | +24.7% |
| 1Y | +8.9% | +11.9% | -3.0% | +28.8% |
| All | +8.9% | +10.1% | -1.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling