+712.5%
CAT vs BUD
-8.7%
+721.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.3% | +5.9% | +6.7% |
| 7D | -2.4% | +1.3% | -3.7% | -3.0% |
| 30D | -25.0% | +10.0% | -35.0% | -27.9% |
| 3M | -28.7% | +1.6% | -30.3% | -29.6% |
| 6M | -33.0% | +6.5% | -39.5% | -35.3% |
| YTD | +5.4% | +34.8% | -29.4% | -7.1% |
| 1Y | +7.3% | +36.5% | -29.2% | -6.0% |
| 3Y | +166.0% | +49.0% | +117.1% | +120.0% |
| 5Y | +210.1% | +51.7% | +158.4% | +148.7% |
| 10Y | +712.5% | -7.5% | +720.1% | +598.6% |
| All | +712.5% | -8.7% | +721.3% | +598.6% |
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