+27.4%
CFG vs BUD
+38.6%
-11.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.7% |
| 7D | +0.7% | +6.0% | -5.3% | -0.6% |
| 30D | +2.8% | +11.3% | -8.5% | +0.2% |
| 3M | -10.1% | +3.6% | -13.7% | -11.0% |
| 6M | +3.2% | +7.7% | -4.5% | +1.0% |
| YTD | +14.2% | +36.4% | -22.2% | +1.1% |
| 1Y | +27.4% | +37.8% | -10.4% | +11.2% |
| All | +27.4% | +38.6% | -11.2% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling