+142.9%
CAT vs ADVB
-88.3%
+231.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +1.7% | -3.8% | +5.5% | +1.7% |
| 30D | -6.6% | +17.6% | -24.1% | -6.8% |
| 3M | -13.3% | +119.1% | -132.4% | -14.8% |
| 6M | +11.6% | +103.4% | -91.8% | +8.9% |
| YTD | +42.9% | +59.8% | -16.9% | +40.4% |
| 1Y | +95.4% | +8.5% | +86.9% | +93.2% |
| All | +142.9% | -88.3% | +231.2% | +185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling