-35.6%
CAG vs BUD
+48.3%
-83.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.5% |
| 7D | -1.8% | +0.5% | -2.2% | -1.9% |
| 30D | +9.7% | +7.4% | +2.3% | +7.2% |
| 3M | +0.5% | +4.3% | -3.8% | -1.0% |
| 6M | +8.9% | +5.3% | +3.6% | +6.8% |
| YTD | -8.4% | +33.2% | -41.6% | -16.5% |
| 1Y | -8.3% | +31.8% | -40.1% | -16.3% |
| All | -35.6% | +48.3% | -83.9% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling