+144.6%
CAPR vs BUD
+48.8%
+95.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.1% | +4.9% |
| 7D | +41.1% | +4.5% | +36.6% | +40.1% |
| 30D | +11.1% | +12.5% | -1.4% | +9.3% |
| 3M | +115.3% | 0.0% | +115.3% | +115.4% |
| 6M | -73.8% | +3.8% | -77.6% | -74.1% |
| YTD | -68.8% | +33.1% | -101.9% | -71.1% |
| 1Y | +43.3% | +35.5% | +7.8% | +32.4% |
| 3Y | +214.7% | +49.4% | +165.3% | +183.3% |
| All | +144.6% | +48.8% | +95.8% | +116.7% |
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