+143.9%
CAT vs ADI
+127.5%
+16.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | -10.3% | -12.8% | +2.5% | -3.7% |
| 30D | -31.2% | -11.3% | -19.9% | -26.9% |
| 3M | -34.7% | -3.4% | -31.3% | -33.6% |
| 6M | -39.5% | -12.0% | -27.5% | -35.6% |
| YTD | -1.7% | +35.3% | -36.9% | -14.0% |
| 1Y | -1.1% | +58.1% | -59.2% | -19.2% |
| 3Y | +143.9% | +127.4% | +16.5% | +62.2% |
| All | +143.9% | +127.5% | +16.3% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling