+326.0%
CAT vs ADI
+142.1%
+183.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.9% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | -6.6% | -3.8% | -2.8% | -4.8% |
| 3M | -13.3% | -15.3% | +2.0% | -6.2% |
| 6M | +11.6% | +6.7% | +4.9% | +8.7% |
| YTD | +42.9% | +34.8% | +8.2% | +25.5% |
| 1Y | +95.4% | +49.0% | +46.4% | +64.0% |
| 3Y | +196.6% | +108.1% | +88.5% | +108.8% |
| All | +326.0% | +142.1% | +183.9% | +168.2% |
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 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