+271.0%
CG vs BUD
-3.2%
+274.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | -1.5% | -1.6% | +0.1% | -0.8% |
| 30D | +5.7% | +6.7% | -1.0% | +2.5% |
| 3M | -17.9% | +5.9% | -23.8% | -20.2% |
| 6M | -20.2% | +5.1% | -25.3% | -22.6% |
| YTD | -32.0% | +32.9% | -64.9% | -41.5% |
| 1Y | -27.0% | +31.8% | -58.8% | -37.0% |
| 3Y | +42.8% | +47.4% | -4.6% | +13.6% |
| 5Y | -23.4% | +50.8% | -74.2% | -40.6% |
| All | +271.0% | -3.2% | +274.2% | +205.7% |
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