+11.1%
BUD vs CAI
-11.0%
+22.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -3.2% | -5.1% | +1.9% | -3.1% |
| 30D | -3.7% | +3.9% | -7.6% | -3.7% |
| 3M | -4.4% | +40.1% | -44.5% | -4.7% |
| 6M | +7.7% | +29.7% | -21.9% | +7.3% |
| YTD | +23.1% | -10.9% | +33.9% | +23.3% |
| 1Y | +33.6% | -28.0% | +61.7% | +35.7% |
| All | +11.1% | -11.0% | +22.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling