+250.7%
CCJ vs BUD
+215.1%
+35.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.8% |
| 7D | +3.7% | +0.5% | +3.2% | +3.4% |
| 30D | -13.7% | +7.4% | -21.1% | -16.4% |
| 3M | -24.7% | +4.3% | -29.0% | -26.4% |
| 6M | -38.1% | +5.3% | -43.4% | -40.0% |
| YTD | -18.8% | +33.2% | -52.0% | -28.4% |
| 1Y | -19.5% | +31.8% | -51.3% | -28.9% |
| 3Y | +75.9% | +47.8% | +28.1% | +45.4% |
| 5Y | +173.1% | +50.2% | +122.9% | +120.0% |
| 10Y | +813.5% | -4.8% | +818.3% | +725.6% |
| All | +250.7% | +215.1% | +35.7% | +54.2% |
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