+153.7%
CAT vs BUD
+51.6%
+102.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -6.3% | +6.0% | -12.3% | -7.1% |
| 30D | -26.8% | +11.3% | -38.1% | -28.1% |
| 3M | -30.0% | +3.6% | -33.6% | -30.4% |
| 6M | -34.6% | +7.7% | -42.3% | -35.7% |
| YTD | +2.9% | +36.4% | -33.5% | -3.7% |
| 1Y | +3.3% | +37.8% | -34.6% | -3.6% |
| 3Y | +153.7% | +51.2% | +102.4% | +128.3% |
| All | +153.7% | +51.6% | +102.1% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling