+700.3%
CAT vs ADP
+319.4%
+380.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +1.7% | +0.9% | +0.8% | +1.3% |
| 30D | -24.6% | +11.9% | -36.4% | -28.3% |
| 3M | -28.5% | +13.7% | -42.2% | -32.8% |
| 6M | -34.8% | +46.8% | -81.6% | -46.4% |
| YTD | +5.9% | +21.8% | -15.9% | -5.6% |
| 1Y | +6.8% | +23.5% | -16.7% | -5.6% |
| 3Y | +161.1% | +44.1% | +117.0% | +108.7% |
| 5Y | +213.4% | +49.9% | +163.6% | +139.7% |
| 10Y | +700.3% | +318.8% | +381.6% | +267.6% |
| All | +700.3% | +319.4% | +380.9% | +267.6% |
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