+326.0%
CAT vs ADP
+49.8%
+276.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.1% |
| 7D | +1.7% | -3.4% | +5.1% | +2.3% |
| 30D | -6.6% | +2.8% | -9.3% | -7.1% |
| 3M | -13.3% | +20.9% | -34.2% | -17.3% |
| 6M | +11.6% | +29.9% | -18.3% | +3.5% |
| YTD | +42.9% | +9.6% | +33.3% | +41.6% |
| 1Y | +95.4% | -5.3% | +100.7% | +106.1% |
| 3Y | +196.6% | +16.5% | +180.1% | +182.3% |
| All | +326.0% | +49.8% | +276.2% | +251.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling