+326.0%
CAT vs ACN
-40.9%
+366.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.2% |
| 7D | +1.7% | -1.5% | +3.2% | +1.9% |
| 30D | -6.6% | +9.4% | -15.9% | -7.9% |
| 3M | -13.3% | +5.6% | -18.9% | -13.6% |
| 6M | +11.6% | -9.3% | +20.9% | +15.1% |
| YTD | +42.9% | -29.0% | +71.9% | +59.7% |
| 1Y | +95.4% | -24.7% | +120.1% | +112.0% |
| 3Y | +196.6% | -39.8% | +236.4% | +244.3% |
| All | +326.0% | -40.9% | +366.9% | +357.4% |
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 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