+62.0%
CFG vs BUD
+48.8%
+13.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.3% |
| 7D | -0.9% | +4.5% | -5.3% | -2.7% |
| 30D | +1.1% | +12.5% | -11.4% | -3.9% |
| 3M | -12.0% | 0.0% | -12.0% | -12.3% |
| 6M | -2.2% | +3.8% | -6.0% | -4.3% |
| YTD | +11.4% | +33.1% | -21.6% | -3.1% |
| 1Y | +27.8% | +35.5% | -7.7% | +10.2% |
| 3Y | +173.3% | +49.4% | +123.9% | +115.7% |
| All | +62.0% | +48.8% | +13.2% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling