+214.2%
CAT vs ADM
+23.4%
+190.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.3% | +0.7% | +8.6% | +9.1% |
| 30D | -21.5% | -14.7% | -6.8% | -17.5% |
| 3M | -29.1% | -10.4% | -18.7% | -26.9% |
| 6M | -33.4% | -10.9% | -22.4% | -31.4% |
| YTD | +6.6% | +26.0% | -19.4% | -3.3% |
| 1Y | +6.5% | +26.5% | -20.0% | -3.7% |
| 3Y | +162.7% | +8.2% | +154.5% | +144.2% |
| 5Y | +214.2% | +24.0% | +190.2% | +168.0% |
| All | +214.2% | +23.4% | +190.9% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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