+725.3%
CAT vs ADP
+318.0%
+407.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -10.3% | +3.2% | -13.5% | -11.5% |
| 30D | -31.2% | +14.9% | -46.1% | -35.3% |
| 3M | -34.7% | +11.6% | -46.3% | -38.1% |
| 6M | -39.5% | +48.5% | -87.9% | -50.6% |
| YTD | -1.7% | +20.6% | -22.2% | -12.0% |
| 1Y | -1.1% | +23.7% | -24.8% | -12.8% |
| 3Y | +143.9% | +47.8% | +96.1% | +91.8% |
| 5Y | +194.8% | +47.7% | +147.1% | +126.9% |
| All | +725.3% | +318.0% | +407.3% | +310.3% |
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