-19.0%
CAG vs BUD
+34.7%
-53.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -5.7% | -2.6% | -3.0% | -4.7% |
| 30D | -2.4% | -1.2% | -1.2% | -2.0% |
| 3M | +9.8% | -4.9% | +14.7% | +11.6% |
| 6M | -10.8% | +9.3% | -20.1% | -15.2% |
| YTD | -10.8% | +24.0% | -34.8% | -19.5% |
| 1Y | -19.0% | +34.5% | -53.5% | -28.1% |
| All | -19.0% | +34.7% | -53.7% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling