+712.5%
CAT vs ADI
+652.5%
+60.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.6% | -1.3% | +3.0% |
| 7D | -2.4% | -4.4% | +2.0% | -0.3% |
| 30D | -25.0% | -2.8% | -22.2% | -24.1% |
| 3M | -28.7% | +1.5% | -30.2% | -29.4% |
| 6M | -33.0% | -4.7% | -28.3% | -31.6% |
| YTD | +5.4% | +46.8% | -41.4% | -12.3% |
| 1Y | +7.3% | +74.9% | -67.6% | -17.9% |
| 3Y | +166.0% | +147.4% | +18.6% | +66.6% |
| 5Y | +210.1% | +131.9% | +78.2% | +94.5% |
| 10Y | +712.5% | +630.6% | +81.9% | +198.7% |
| All | +712.5% | +652.5% | +60.1% | +198.7% |
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