-38.3%
CAG vs BUD
-2.1%
-36.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | -3.3% | +1.0% | -4.4% | -3.6% |
| 30D | +7.7% | +6.7% | +1.0% | +6.1% |
| 3M | -3.2% | +5.7% | -8.9% | -4.4% |
| 6M | +7.0% | +5.8% | +1.1% | +5.5% |
| YTD | -9.0% | +34.4% | -43.4% | -15.0% |
| 1Y | -9.6% | +33.3% | -42.9% | -15.4% |
| 3Y | -36.0% | +48.8% | -84.8% | -41.9% |
| 5Y | -40.9% | +52.5% | -93.4% | -47.2% |
| All | -38.3% | -2.1% | -36.2% | -37.6% |
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