-77.0%
CAPR vs BUD
-23.7%
-53.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -2.0% | +0.3% | -2.3% | -2.2% |
| 30D | +139.2% | -5.7% | +144.9% | +144.0% |
| 3M | -66.4% | +3.1% | -69.5% | -67.2% |
| 6M | -63.1% | +7.9% | -71.0% | -65.0% |
| YTD | -67.4% | +27.3% | -94.8% | -71.5% |
| 1Y | +58.2% | +37.8% | +20.4% | +33.4% |
| 3Y | +42.2% | +49.8% | -7.6% | +11.8% |
| 5Y | +87.3% | +43.8% | +43.4% | +43.9% |
| All | -77.0% | -23.7% | -53.4% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling