-25.9%
CCJ vs BUD
+38.4%
-64.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.2% |
| 7D | -14.5% | +3.3% | -17.8% | -14.5% |
| 30D | -18.1% | +11.8% | -29.9% | -18.8% |
| 3M | -23.0% | -1.1% | -21.9% | -22.9% |
| 6M | -39.4% | +14.9% | -54.3% | -40.5% |
| YTD | -21.7% | +32.6% | -54.2% | -19.8% |
| 1Y | -25.9% | +37.2% | -63.1% | -23.4% |
| All | -25.9% | +38.4% | -64.3% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling