+17,723.7%
CAT vs ADI
+36,261.2%
-18,537.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -10.3% | -12.8% | +2.5% | -7.2% |
| 30D | -31.2% | -11.3% | -19.9% | -29.1% |
| 3M | -34.7% | -3.4% | -31.3% | -34.1% |
| 6M | -39.5% | -12.0% | -27.5% | -37.5% |
| YTD | -1.7% | +35.3% | -36.9% | -8.3% |
| 1Y | -1.1% | +58.1% | -59.2% | -11.2% |
| 3Y | +143.9% | +127.4% | +16.5% | +99.1% |
| 5Y | +194.8% | +114.6% | +80.2% | +141.6% |
| 10Y | +739.8% | +589.3% | +150.4% | +429.2% |
| All | +17,723.7% | +36,261.2% | -18,537.4% | +4,366.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling