+95.4%
CAT vs BUD
+36.8%
+58.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | -6.6% | -5.7% | -0.9% | -5.3% |
| 3M | -13.3% | +3.1% | -16.4% | -15.0% |
| 6M | +11.6% | +7.9% | +3.7% | +5.8% |
| YTD | +42.9% | +27.3% | +15.6% | +35.3% |
| 1Y | +95.4% | +37.8% | +57.6% | +85.9% |
| All | +95.4% | +36.8% | +58.6% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling