+220.7%
CF vs BUD
+46.3%
+174.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.3% |
| 3M | +14.1% | +3.1% | +10.9% | +13.9% |
| 6M | +28.5% | +7.9% | +20.7% | +27.9% |
| YTD | +74.9% | +27.3% | +47.6% | +70.3% |
| 1Y | +61.7% | +37.8% | +23.9% | +55.9% |
| 3Y | +80.3% | +49.8% | +30.5% | +71.1% |
| All | +220.7% | +46.3% | +174.4% | +205.0% |
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