+30.0%
CCJ vs BUD
+33.8%
-3.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | +4.2% | -1.3% | +5.5% | +4.3% |
| 30D | +3.2% | -6.1% | +9.3% | +3.7% |
| 3M | -1.8% | -3.8% | +1.9% | -1.6% |
| 6M | -13.5% | +8.2% | -21.7% | -15.7% |
| YTD | +9.7% | +23.6% | -13.8% | +10.3% |
| 1Y | +30.0% | +33.4% | -3.4% | +30.2% |
| All | +30.0% | +33.8% | -3.8% | +30.2% |
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 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