+196.0%
CAPR vs BUD
+50.1%
+145.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.5% | -8.7% |
| 7D | +19.1% | -1.6% | +20.7% | +19.2% |
| 30D | +48.8% | +6.7% | +42.2% | +47.3% |
| 3M | +144.4% | +5.9% | +138.5% | +141.8% |
| 6M | -67.5% | +5.1% | -72.6% | -68.0% |
| YTD | -64.5% | +32.9% | -97.4% | -67.1% |
| 1Y | +74.4% | +31.8% | +42.6% | +62.0% |
| 3Y | +265.7% | +47.4% | +218.3% | +229.7% |
| 5Y | +196.0% | +50.8% | +145.1% | +162.7% |
| All | +196.0% | +50.1% | +145.8% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling