+17,564.5%
CAT vs ADP
+12,367.0%
+5,197.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.6% | -6.9% |
| 7D | -14.5% | +7.4% | -21.8% | -17.4% |
| 30D | -35.7% | +17.1% | -52.8% | -40.6% |
| 3M | -36.3% | +14.4% | -50.7% | -40.8% |
| 6M | -38.5% | +47.9% | -86.4% | -50.5% |
| YTD | -2.5% | +22.1% | -24.6% | -15.1% |
| 1Y | -1.9% | +21.8% | -23.7% | -14.6% |
| 3Y | +139.2% | +50.5% | +88.7% | +85.5% |
| 5Y | +192.1% | +49.6% | +142.6% | +123.4% |
| 10Y | +732.3% | +329.3% | +403.0% | +270.6% |
| All | +17,564.5% | +12,367.0% | +5,197.5% | +2,117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling