-35.8%
CBRS vs BUD
-2.1%
-33.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -5.5% |
| 7D | +15.7% | +0.8% | +15.0% | +16.4% |
| 30D | -11.9% | -4.8% | -7.1% | -12.5% |
| 3M | -16.0% | +1.4% | -17.4% | -24.6% |
| All | -35.8% | -2.1% | -33.6% | -39.7% |
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 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 · Available span rolling