+219.8%
CFG vs BUD
-4.5%
+224.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.2% |
| 7D | -0.8% | +0.5% | -1.3% | -1.2% |
| 30D | +3.1% | +7.4% | -4.3% | -1.4% |
| 3M | -9.7% | +4.3% | -14.0% | -12.5% |
| 6M | +6.7% | +5.3% | +1.4% | +2.4% |
| YTD | +15.2% | +33.2% | -18.1% | -5.3% |
| 1Y | +28.8% | +31.8% | -3.0% | +6.6% |
| 3Y | +190.1% | +47.8% | +142.3% | +113.6% |
| 5Y | +63.4% | +50.2% | +13.2% | +16.3% |
| 10Y | +219.8% | -4.8% | +224.6% | +127.7% |
| All | +219.8% | -4.5% | +224.2% | +127.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling