+87.1%
CAG vs BUD
+215.1%
-128.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.8% |
| 7D | -1.8% | +0.5% | -2.2% | -1.9% |
| 30D | +9.7% | +7.4% | +2.3% | +7.8% |
| 3M | +0.5% | +4.3% | -3.8% | -0.5% |
| 6M | +8.9% | +5.3% | +3.6% | +7.5% |
| YTD | -8.4% | +33.2% | -41.6% | -14.7% |
| 1Y | -8.3% | +31.8% | -40.1% | -14.5% |
| 3Y | -36.1% | +47.8% | -83.9% | -42.5% |
| 5Y | -40.1% | +50.2% | -90.3% | -47.0% |
| 10Y | -36.9% | -4.8% | -32.1% | -38.8% |
| All | +87.1% | +215.1% | -128.0% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling