+122.4%
CF vs BUD
+50.9%
+71.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.3% | +6.1% |
| 7D | +0.4% | +7.1% | -6.7% | +0.1% |
| 30D | +2.2% | +12.7% | -10.5% | +1.6% |
| 3M | +2.1% | 0.0% | +2.1% | +2.1% |
| 6M | -6.5% | +7.6% | -14.1% | -6.9% |
| YTD | +55.6% | +35.0% | +20.5% | +51.4% |
| 1Y | +42.3% | +37.6% | +4.7% | +38.2% |
| 3Y | +55.7% | +51.5% | +4.2% | +49.4% |
| 5Y | +122.4% | +50.2% | +72.2% | +101.1% |
| All | +122.4% | +50.9% | +71.5% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling