-41.0%
CCL vs BUD
-23.5%
-17.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.7% |
| 7D | -0.1% | +0.8% | -0.9% | -0.8% |
| 30D | -20.0% | -4.8% | -15.2% | -16.6% |
| 3M | -13.7% | +1.4% | -15.0% | -15.2% |
| 6M | -9.0% | +9.9% | -18.9% | -16.9% |
| YTD | -22.8% | +26.3% | -49.2% | -37.9% |
| 1Y | -25.3% | +36.1% | -61.5% | -44.1% |
| 3Y | +54.1% | +48.6% | +5.5% | -2.1% |
| 5Y | +3.5% | +45.0% | -41.5% | -33.2% |
| 10Y | -41.0% | -23.1% | -17.9% | -62.7% |
| All | -41.0% | -23.5% | -17.5% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling