+53.1%
CAPR vs BUD
+50.7%
+2.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | +139.2% | -5.7% | +144.9% | +141.2% |
| 3M | -66.4% | +3.1% | -69.5% | -66.8% |
| 6M | -63.1% | +7.9% | -71.0% | -64.2% |
| YTD | -67.4% | +27.3% | -94.8% | -69.9% |
| 1Y | +58.2% | +37.8% | +20.4% | +42.7% |
| All | +53.1% | +50.7% | +2.4% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling