-1.1%
CAT vs BUD
+36.0%
-37.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | -10.3% | +4.5% | -14.8% | -10.8% |
| 30D | -31.2% | +12.5% | -43.7% | -32.7% |
| 3M | -34.7% | 0.0% | -34.6% | -34.3% |
| 6M | -39.5% | +3.8% | -43.3% | -40.3% |
| YTD | -1.7% | +33.1% | -34.7% | -10.8% |
| 1Y | -1.1% | +35.5% | -36.6% | -11.8% |
| All | -1.1% | +36.0% | -37.1% | -11.8% |
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