+237.0%
CFG vs BUD
-8.7%
+245.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.2% |
| 7D | +0.3% | +1.3% | -1.1% | -0.6% |
| 30D | +3.2% | +10.0% | -6.8% | -2.7% |
| 3M | -9.7% | +1.6% | -11.3% | -11.1% |
| 6M | +3.6% | +6.5% | -2.9% | -1.1% |
| YTD | +14.7% | +34.8% | -20.2% | -6.2% |
| 1Y | +29.6% | +36.5% | -6.9% | +5.1% |
| 3Y | +190.6% | +49.0% | +141.6% | +113.6% |
| 5Y | +67.1% | +51.7% | +15.4% | +18.6% |
| 10Y | +237.0% | -7.5% | +244.6% | +132.3% |
| All | +237.0% | -8.7% | +245.8% | +132.3% |
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