+5.8%
CAT vs ADP
+22.7%
-16.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +6.9% |
| 7D | -2.4% | +1.1% | -3.5% | -1.5% |
| 30D | -25.0% | +11.5% | -36.5% | -19.2% |
| 3M | -28.7% | +12.0% | -40.8% | -22.6% |
| 6M | -33.0% | +43.8% | -76.8% | -15.3% |
| YTD | +5.4% | +20.1% | -14.6% | +31.9% |
| All | +5.8% | +22.7% | -16.9% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling