+67.1%
CAT vs ADVB
-97.5%
+164.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.8% |
| 7D | -10.3% | -13.9% | +3.6% | -10.1% |
| 30D | -31.2% | -68.1% | +36.9% | -30.3% |
| 3M | -34.7% | -73.4% | +38.7% | -33.8% |
| 6M | -39.5% | -70.8% | +31.3% | -38.9% |
| YTD | -1.7% | -66.1% | +64.4% | -1.8% |
| 1Y | -1.1% | -77.5% | +76.4% | +0.1% |
| All | +67.1% | -97.5% | +164.6% | +100.0% |
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