+1,208.3%
CF vs BUD
+201.1%
+1,007.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | +14.8% | -5.7% | +20.5% | +17.4% |
| 3M | +14.1% | +3.1% | +10.9% | +12.3% |
| 6M | +28.5% | +7.9% | +20.7% | +22.9% |
| YTD | +74.9% | +27.3% | +47.6% | +55.6% |
| 1Y | +61.7% | +37.8% | +23.9% | +38.8% |
| 3Y | +80.3% | +49.8% | +30.5% | +44.3% |
| 5Y | +226.0% | +43.8% | +182.1% | +155.3% |
| 10Y | +569.9% | -22.6% | +592.5% | +552.4% |
| All | +1,208.3% | +201.1% | +1,007.2% | +528.8% |
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