+92.6%
CAPR vs BUD
+46.3%
+46.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -66.7% |
| 6M | -63.1% | +7.9% | -71.0% | -64.1% |
| YTD | -67.4% | +27.3% | -94.8% | -69.5% |
| 1Y | +58.2% | +37.8% | +20.4% | +45.3% |
| 3Y | +42.2% | +49.8% | -7.6% | +28.6% |
| All | +92.6% | +46.3% | +46.3% | +69.3% |
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