+79.1%
CAT vs ADVB
-97.4%
+176.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.5% | +3.7% | +7.1% |
| 7D | -2.4% | -1.2% | -1.2% | -2.4% |
| 30D | -25.0% | -61.4% | +36.4% | -24.1% |
| 3M | -28.7% | -67.8% | +39.1% | -27.9% |
| 6M | -33.0% | -66.9% | +33.9% | -32.5% |
| YTD | +5.4% | -64.9% | +70.3% | +5.2% |
| 1Y | +7.3% | -74.8% | +82.0% | +8.2% |
| All | +79.1% | -97.4% | +176.6% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling