+326.0%
CAT vs BUD
+46.3%
+279.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -6.6% | -5.7% | -0.9% | -5.0% |
| 3M | -13.3% | +3.1% | -16.4% | -14.6% |
| 6M | +11.6% | +7.9% | +3.7% | +8.2% |
| YTD | +42.9% | +27.3% | +15.6% | +31.6% |
| 1Y | +95.4% | +37.8% | +57.6% | +75.2% |
| 3Y | +196.6% | +49.8% | +146.7% | +151.4% |
| All | +326.0% | +46.3% | +279.7% | +252.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling