+47.2%
CAPR vs BUD
+38.4%
+8.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.1% | +9.2% |
| 7D | +43.2% | +3.3% | +39.9% | +44.3% |
| 30D | +14.7% | +11.8% | +2.8% | +20.1% |
| 3M | +113.9% | -1.1% | +115.0% | +116.1% |
| 6M | -73.4% | +14.9% | -88.3% | -72.2% |
| YTD | -69.1% | +32.6% | -101.7% | -62.3% |
| 1Y | +47.2% | +37.2% | +10.0% | +88.3% |
| All | +47.2% | +38.4% | +8.8% | +88.3% |
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