+3,699.4%
CAT vs ACN
+2,439.2%
+1,260.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | -10.3% | +0.9% | -11.2% | -10.7% |
| 30D | -31.2% | +33.5% | -64.7% | -39.0% |
| 3M | -34.7% | +53.5% | -88.1% | -46.0% |
| 6M | -39.5% | +52.2% | -91.7% | -51.8% |
| YTD | -1.7% | -0.1% | -1.5% | -8.2% |
| 1Y | -1.1% | +11.0% | -12.2% | -12.2% |
| 3Y | +143.9% | -11.8% | +155.6% | +134.2% |
| 5Y | +194.8% | -22.8% | +217.6% | +194.3% |
| 10Y | +739.8% | +162.4% | +577.3% | +385.4% |
| All | +3,699.4% | +2,439.2% | +1,260.2% | +792.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling