+712.5%
CAT vs ADP
+327.9%
+384.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.4% |
| 7D | -2.4% | +1.1% | -3.5% | -3.0% |
| 30D | -25.0% | +11.5% | -36.5% | -28.6% |
| 3M | -28.7% | +12.0% | -40.8% | -32.6% |
| 6M | -33.0% | +43.8% | -76.8% | -44.4% |
| YTD | +5.4% | +20.1% | -14.6% | -5.5% |
| 1Y | +7.3% | +22.3% | -15.0% | -5.0% |
| 3Y | +166.0% | +43.3% | +122.8% | +112.8% |
| 5Y | +210.1% | +47.3% | +162.8% | +138.8% |
| 10Y | +712.5% | +313.7% | +398.8% | +274.1% |
| All | +712.5% | +327.9% | +384.7% | +274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling