+213.9%
CAT vs ACN
-26.4%
+240.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +7.4% | -3.8% | +11.3% | +7.8% |
| 30D | -19.7% | +16.5% | -36.2% | -21.2% |
| 3M | -29.6% | +41.5% | -71.1% | -32.9% |
| 6M | -33.2% | +60.1% | -93.3% | -38.3% |
| YTD | +5.7% | -3.9% | +9.6% | +13.4% |
| 1Y | +9.3% | +4.1% | +5.3% | +13.4% |
| 3Y | +158.3% | -15.9% | +174.2% | +184.1% |
| All | +213.9% | -26.4% | +240.4% | +235.3% |
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