+22.0%
CCL vs BUD
+201.1%
-179.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | 0.0% |
| 7D | -5.0% | +0.3% | -5.3% | -5.3% |
| 30D | -20.3% | -5.7% | -14.7% | -16.8% |
| 3M | -15.1% | +3.1% | -18.3% | -17.5% |
| 6M | -15.1% | +7.9% | -23.0% | -20.4% |
| YTD | -21.8% | +27.3% | -49.1% | -35.6% |
| 1Y | -24.8% | +37.8% | -62.6% | -42.1% |
| 3Y | +51.9% | +49.8% | +2.0% | +2.6% |
| 5Y | +4.0% | +43.8% | -39.8% | -26.9% |
| 10Y | -42.2% | -22.6% | -19.6% | -45.3% |
| All | +22.0% | +201.1% | -179.1% | -56.8% |
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