+1,126.0%
CAT vs ACN
+85.2%
+1,040.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.2% | +2.4% |
| 7D | +5.6% | -4.8% | +10.4% | +7.2% |
| 30D | -2.3% | +1.9% | -4.2% | -3.4% |
| 3M | -10.0% | +3.9% | -13.9% | -13.3% |
| 6M | +21.2% | -15.0% | +36.3% | +25.4% |
| YTD | +44.4% | -31.9% | +76.3% | +64.5% |
| 1Y | +96.3% | -28.5% | +124.8% | +116.0% |
| 3Y | +203.9% | -41.9% | +245.8% | +262.1% |
| 5Y | +333.5% | -42.9% | +376.3% | +403.5% |
| 10Y | +1,126.0% | +88.7% | +1,037.3% | +597.4% |
| All | +1,126.0% | +85.2% | +1,040.8% | +597.4% |
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