+3,650.0%
CAT vs BUD
+201.1%
+3,448.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | -13.3% | +3.1% | -16.4% | -15.1% |
| 6M | +11.6% | +7.9% | +3.7% | +7.1% |
| YTD | +42.9% | +27.3% | +15.6% | +27.4% |
| 1Y | +95.4% | +37.8% | +57.6% | +67.6% |
| 3Y | +196.6% | +49.8% | +146.7% | +137.6% |
| 5Y | +321.7% | +43.8% | +277.8% | +236.2% |
| 10Y | +1,140.8% | -22.6% | +1,163.4% | +1,152.4% |
| All | +3,650.0% | +201.1% | +3,448.9% | +1,472.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling