+65.6%
CAT vs ADVB
-97.6%
+163.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.5% | +3.2% | -6.2% |
| 7D | -14.5% | -28.0% | +13.5% | -14.0% |
| 30D | -35.7% | -70.2% | +34.5% | -34.8% |
| 3M | -36.3% | -76.1% | +39.8% | -35.3% |
| 6M | -38.5% | -72.3% | +33.8% | -37.9% |
| YTD | -2.5% | -67.5% | +64.9% | -2.6% |
| 1Y | -1.9% | -78.6% | +76.7% | -0.6% |
| All | +65.6% | -97.6% | +163.2% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling