+5.1%
BUD vs CAI
+47.3%
-42.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.4% |
| 7D | -1.6% | -8.0% | +6.4% | -1.9% |
| 30D | +6.7% | -18.9% | +25.5% | +5.5% |
| 3M | +5.9% | +7.6% | -1.8% | +5.4% |
| 6M | +5.1% | +43.0% | -37.9% | +6.6% |
| All | +5.1% | +47.3% | -42.2% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling