+515.4%
CCI vs BUD
+215.1%
+300.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | +9.9% | +7.4% | +2.5% | +7.4% |
| 3M | +22.7% | +4.3% | +18.4% | +20.8% |
| 6M | +0.8% | +5.3% | -4.5% | -1.1% |
| YTD | +4.1% | +33.2% | -29.1% | -5.3% |
| 1Y | -0.6% | +31.8% | -32.4% | -9.4% |
| 3Y | +9.4% | +47.8% | -38.3% | -4.6% |
| 5Y | -36.8% | +50.2% | -87.0% | -46.1% |
| 10Y | +65.4% | -4.8% | +70.2% | +53.3% |
| All | +515.4% | +215.1% | +300.4% | +237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling