+1,126.0%
CAT vs ADI
+608.4%
+517.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.9% |
| 7D | +5.6% | +2.4% | +3.1% | +4.3% |
| 30D | -2.3% | -6.6% | +4.2% | +1.0% |
| 3M | -10.0% | -9.8% | -0.2% | -5.3% |
| 6M | +21.2% | +15.7% | +5.6% | +13.3% |
| YTD | +44.4% | +35.1% | +9.3% | +25.3% |
| 1Y | +96.3% | +47.7% | +48.6% | +63.0% |
| 3Y | +203.9% | +114.5% | +89.5% | +104.2% |
| 5Y | +333.5% | +141.2% | +192.3% | +166.5% |
| 10Y | +1,126.0% | +611.3% | +514.7% | +327.5% |
| All | +1,126.0% | +608.4% | +517.6% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 10y: compounded portfolio wealth divided by compounded ADI 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…
10y analysis · Full analysis span regression · 6 months rolling