+362.4%
CFG vs BUD
-7.8%
+370.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +1.5% | +0.3% | +1.3% | +1.4% |
| 30D | -3.8% | -5.7% | +1.8% | -0.8% |
| 3M | +11.5% | +3.1% | +8.4% | +9.1% |
| 6M | +19.2% | +7.9% | +11.3% | +13.0% |
| YTD | +23.7% | +27.3% | -3.6% | +5.9% |
| 1Y | +38.8% | +37.8% | +1.0% | +13.0% |
| 3Y | +178.9% | +49.8% | +129.1% | +107.2% |
| 5Y | +101.8% | +43.8% | +57.9% | +50.3% |
| 10Y | +317.3% | -22.6% | +339.9% | +247.7% |
| All | +362.4% | -7.8% | +370.2% | +252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling