+11.5%
BUD vs CAI
-11.0%
+22.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.2% |
| 7D | -1.3% | -3.1% | +1.8% | -1.3% |
| 30D | -6.1% | +2.7% | -8.8% | -6.2% |
| 3M | -3.8% | +41.7% | -45.4% | -4.1% |
| 6M | +8.2% | +26.5% | -18.3% | +7.8% |
| YTD | +23.6% | -10.9% | +34.5% | +23.9% |
| 1Y | +33.4% | -29.2% | +62.7% | +35.9% |
| All | +11.5% | -11.0% | +22.5% | +8.9% |
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