+93.0%
CAG vs BUD
+201.1%
-108.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | +3.1% | -5.7% | +8.8% | +4.6% |
| 3M | +23.5% | +3.1% | +20.4% | +22.4% |
| 6M | -14.8% | +7.9% | -22.7% | -16.6% |
| YTD | -5.4% | +27.3% | -32.8% | -11.1% |
| 1Y | -11.8% | +37.8% | -49.6% | -18.7% |
| 3Y | -36.7% | +49.8% | -86.5% | -43.2% |
| 5Y | -40.3% | +43.8% | -84.1% | -46.6% |
| 10Y | -37.0% | -22.6% | -14.4% | -35.4% |
| All | +93.0% | +201.1% | -108.0% | +31.1% |
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 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