+326.0%
CAT vs ADM
+62.5%
+263.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | +1.7% | +3.8% | -2.1% | +0.4% |
| 30D | -6.6% | +9.8% | -16.3% | -9.7% |
| 3M | -13.3% | +2.1% | -15.4% | -14.2% |
| 6M | +11.6% | +27.5% | -15.9% | +1.6% |
| YTD | +42.9% | +50.2% | -7.3% | +22.8% |
| 1Y | +95.4% | +40.6% | +54.8% | +70.7% |
| 3Y | +196.6% | +17.2% | +179.4% | +175.5% |
| All | +326.0% | +62.5% | +263.5% | +220.0% |
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