-37.2%
CAG vs BUD
-22.8%
-14.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -5.9% | -3.2% | -2.7% | -5.2% |
| 30D | -1.5% | -3.7% | +2.1% | -0.7% |
| 3M | +11.5% | -4.4% | +15.9% | +12.5% |
| 6M | -15.7% | +7.7% | -23.4% | -17.3% |
| YTD | -10.2% | +23.1% | -33.3% | -14.4% |
| 1Y | -18.1% | +33.6% | -51.7% | -23.3% |
| 3Y | -39.4% | +44.7% | -84.1% | -44.6% |
| 5Y | -42.6% | +44.9% | -87.5% | -48.1% |
| All | -37.2% | -22.8% | -14.4% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling