+213.9%
CAT vs ADI
+133.0%
+81.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | +0.5% |
| 7D | +7.4% | +9.5% | -2.0% | +2.8% |
| 30D | -19.7% | -1.4% | -18.3% | -19.3% |
| 3M | -29.6% | +4.7% | -34.3% | -31.3% |
| 6M | -33.2% | -7.4% | -25.8% | -31.0% |
| YTD | +5.7% | +48.1% | -42.4% | -11.4% |
| 1Y | +9.3% | +69.6% | -60.3% | -13.6% |
| 3Y | +158.3% | +144.4% | +14.0% | +69.1% |
| All | +213.9% | +133.0% | +81.0% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling