+674.0%
CAT vs ADP
+315.9%
+358.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | -6.3% | +3.2% | -9.5% | -7.6% |
| 30D | -26.8% | +12.8% | -39.6% | -30.6% |
| 3M | -30.0% | +12.3% | -42.4% | -33.9% |
| 6M | -34.6% | +45.4% | -80.0% | -46.0% |
| YTD | +2.9% | +21.4% | -18.5% | -8.2% |
| 1Y | +3.3% | +23.7% | -20.4% | -8.9% |
| 3Y | +153.7% | +43.6% | +110.1% | +103.0% |
| 5Y | +207.3% | +48.7% | +158.6% | +135.9% |
| 10Y | +674.0% | +316.1% | +357.9% | +255.8% |
| All | +674.0% | +315.9% | +358.2% | +255.8% |
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