+21.3%
BUD vs CAI
-14.7%
+36.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +5.0% | +1.1% |
| 7D | +1.0% | -8.7% | +9.7% | +1.0% |
| 30D | +6.7% | -23.8% | +30.5% | +6.4% |
| 3M | +5.7% | +3.9% | +1.8% | +5.0% |
| 6M | +5.8% | +56.8% | -51.0% | +4.4% |
| YTD | +34.4% | -14.6% | +49.0% | +33.9% |
| 1Y | +33.3% | -5.2% | +38.5% | +31.9% |
| All | +21.3% | -14.7% | +36.0% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling