-68.2%
CAPR vs BUD
-4.3%
-63.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.1% | -11.1% | -10.4% |
| 7D | +7.6% | +6.0% | +1.6% | +5.1% |
| 30D | +13.3% | +11.3% | +2.0% | +8.3% |
| 3M | +130.4% | +3.6% | +126.8% | +125.5% |
| 6M | -70.8% | +7.7% | -78.5% | -72.1% |
| YTD | -69.3% | +36.4% | -105.6% | -73.9% |
| 1Y | +59.5% | +37.8% | +21.7% | +34.8% |
| 3Y | +216.8% | +51.2% | +165.5% | +151.4% |
| 5Y | +152.7% | +53.4% | +99.3% | +90.3% |
| 10Y | -68.2% | -3.2% | -65.0% | -73.2% |
| All | -68.2% | -4.3% | -63.9% | -73.2% |
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