+43.3%
CAPR vs BUD
+36.0%
+7.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.1% | +4.2% |
| 7D | +41.1% | +4.5% | +36.6% | +42.7% |
| 30D | +11.1% | +12.5% | -1.4% | +16.8% |
| 3M | +115.3% | 0.0% | +115.3% | +118.3% |
| 6M | -73.8% | +3.8% | -77.6% | -73.2% |
| YTD | -68.8% | +33.1% | -101.9% | -62.1% |
| 1Y | +43.3% | +35.5% | +7.8% | +89.0% |
| All | +43.3% | +36.0% | +7.4% | +89.0% |
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 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