+674.0%
CAT vs BUD
-4.3%
+678.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | -6.3% | +6.0% | -12.3% | -8.4% |
| 30D | -26.8% | +11.3% | -38.1% | -29.9% |
| 3M | -30.0% | +3.6% | -33.6% | -31.4% |
| 6M | -34.6% | +7.7% | -42.3% | -37.1% |
| YTD | +2.9% | +36.4% | -33.5% | -9.7% |
| 1Y | +3.3% | +37.8% | -34.6% | -9.9% |
| 3Y | +153.7% | +51.2% | +102.4% | +108.4% |
| 5Y | +207.3% | +53.4% | +153.9% | +145.1% |
| 10Y | +674.0% | -3.2% | +677.2% | +568.6% |
| All | +674.0% | -4.3% | +678.3% | +568.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling