+1,063.2%
CF vs BUD
+219.3%
+844.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.3% | +5.5% |
| 7D | +0.4% | +7.1% | -6.7% | -2.4% |
| 30D | +2.2% | +12.7% | -10.5% | -2.6% |
| 3M | +2.1% | 0.0% | +2.1% | +1.7% |
| 6M | -6.5% | +7.6% | -14.1% | -9.9% |
| YTD | +55.6% | +35.0% | +20.5% | +34.8% |
| 1Y | +42.3% | +37.6% | +4.7% | +22.3% |
| 3Y | +55.7% | +51.5% | +4.2% | +24.4% |
| 5Y | +122.4% | +50.2% | +72.2% | +71.6% |
| 10Y | +568.5% | -7.2% | +575.8% | +496.5% |
| All | +1,063.2% | +219.3% | +844.0% | +444.6% |
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