+3.3%
CAT vs ACN
+7.5%
-4.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -1.9% |
| 7D | -6.3% | +1.6% | -7.9% | -5.7% |
| 30D | -26.8% | +24.6% | -51.4% | -21.8% |
| 3M | -30.0% | +46.2% | -76.2% | -21.3% |
| 6M | -34.6% | +46.2% | -80.8% | -22.9% |
| YTD | +2.9% | -0.9% | +3.8% | +22.3% |
| 1Y | +3.3% | +8.8% | -5.5% | +21.9% |
| All | +3.3% | +7.5% | -4.3% | +21.9% |
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