-5.5%
CI vs BUD
+36.8%
-42.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +4.4% | -5.7% | +10.1% | +5.7% |
| 3M | +0.7% | +3.1% | -2.5% | -0.5% |
| 6M | +0.3% | +7.9% | -7.5% | -1.7% |
| YTD | +3.8% | +27.3% | -23.5% | -9.6% |
| 1Y | -5.5% | +37.8% | -43.3% | -22.4% |
| All | -5.5% | +36.8% | -42.3% | -22.4% |
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