+3.3%
CAT vs BUD
+38.6%
-35.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -6.3% | +6.0% | -12.3% | -6.9% |
| 30D | -26.8% | +11.3% | -38.1% | -28.0% |
| 3M | -30.0% | +3.6% | -33.6% | -30.0% |
| 6M | -34.6% | +7.7% | -42.3% | -36.0% |
| YTD | +2.9% | +36.4% | -33.5% | -7.1% |
| 1Y | +3.3% | +37.8% | -34.6% | -8.3% |
| All | +3.3% | +38.6% | -35.4% | -8.3% |
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