+8.9%
CAT vs ADVB
-76.7%
+85.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.5% | -0.7% | -5.2% |
| 7D | -17.1% | -29.5% | +12.4% | -16.9% |
| 30D | -30.1% | -66.9% | +36.8% | -29.9% |
| 3M | -32.4% | -73.7% | +41.3% | -32.3% |
| 6M | -32.1% | -64.8% | +32.6% | -31.4% |
| YTD | +4.1% | -64.0% | +68.1% | +5.2% |
| 1Y | +8.9% | -77.0% | +85.9% | +11.8% |
| All | +8.9% | -76.7% | +85.6% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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