+674.0%
CAT vs ACN
+160.2%
+513.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.9% |
| 7D | -6.3% | +1.6% | -7.9% | -6.9% |
| 30D | -26.8% | +24.6% | -51.4% | -32.2% |
| 3M | -30.0% | +46.2% | -76.2% | -39.4% |
| 6M | -34.6% | +46.2% | -80.8% | -44.9% |
| YTD | +2.9% | -0.9% | +3.8% | +2.2% |
| 1Y | +3.3% | +8.8% | -5.5% | -2.7% |
| 3Y | +153.7% | -14.3% | +168.0% | +161.9% |
| 5Y | +207.3% | -22.6% | +229.9% | +226.9% |
| 10Y | +674.0% | +153.7% | +520.3% | +293.1% |
| All | +674.0% | +160.2% | +513.8% | +293.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling