+173.3%
CFG vs BUD
+49.3%
+124.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.6% |
| 7D | -0.9% | +4.5% | -5.3% | -1.8% |
| 30D | +1.1% | +12.5% | -11.4% | -1.5% |
| 3M | -12.0% | 0.0% | -12.0% | -12.1% |
| 6M | -2.2% | +3.8% | -6.0% | -3.3% |
| YTD | +11.4% | +33.1% | -21.6% | +4.1% |
| 1Y | +27.8% | +35.5% | -7.7% | +18.9% |
| 3Y | +173.3% | +49.4% | +123.9% | +130.1% |
| All | +173.3% | +49.3% | +124.0% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling