+79.9%
CAT vs ADVB
-97.1%
+177.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.0% | -7.0% | +2.7% |
| 7D | +1.7% | +10.5% | -8.7% | +1.5% |
| 30D | -24.6% | -56.0% | +31.5% | -23.9% |
| 3M | -28.5% | -70.1% | +41.6% | -27.7% |
| 6M | -34.8% | -53.7% | +18.9% | -34.9% |
| YTD | +5.9% | -60.3% | +66.2% | +5.4% |
| 1Y | +6.8% | -73.1% | +80.0% | +7.8% |
| All | +79.9% | -97.1% | +177.0% | +114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling