+73.0%
CF vs BUD
+50.7%
+22.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +6.0% | +0.3% | +5.7% | +6.0% |
| 30D | +14.8% | -5.7% | +20.5% | +14.6% |
| 3M | +14.1% | +3.1% | +10.9% | +14.4% |
| 6M | +28.5% | +7.9% | +20.7% | +29.7% |
| YTD | +74.9% | +27.3% | +47.6% | +74.1% |
| 1Y | +61.7% | +37.8% | +23.9% | +60.3% |
| All | +73.0% | +50.7% | +22.3% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling