+183.3%
CAT vs ACN
-23.1%
+206.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.1% |
| 7D | -10.3% | +0.9% | -11.2% | -10.4% |
| 30D | -31.2% | +33.5% | -64.7% | -33.5% |
| 3M | -34.7% | +53.5% | -88.1% | -38.3% |
| 6M | -39.5% | +52.2% | -91.7% | -43.0% |
| YTD | -1.7% | -0.1% | -1.5% | +5.2% |
| 1Y | -1.1% | +11.0% | -12.2% | +1.2% |
| 3Y | +143.9% | -11.8% | +155.6% | +166.4% |
| All | +183.3% | -23.1% | +206.4% | +200.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling