+160.5%
CAT vs ACN
-16.1%
+176.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.5% |
| 7D | +9.3% | -5.7% | +15.1% | +8.9% |
| 30D | -21.5% | +17.0% | -38.5% | -20.8% |
| 3M | -29.1% | +39.9% | -69.0% | -27.9% |
| 6M | -33.4% | +50.2% | -83.6% | -31.3% |
| YTD | +6.6% | -4.2% | +10.7% | +21.1% |
| 1Y | +6.5% | +4.3% | +2.2% | +17.5% |
| All | +160.5% | -16.1% | +176.7% | +189.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling