+150.9%
CI vs BUD
-4.5%
+155.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.2% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +6.4% | +7.4% | -1.0% | +4.0% |
| 3M | +10.7% | +4.3% | +6.4% | +9.1% |
| 6M | +5.5% | +5.3% | +0.2% | +3.4% |
| YTD | +11.4% | +33.2% | -21.9% | +0.6% |
| 1Y | +15.0% | +31.8% | -16.7% | +4.2% |
| 3Y | +9.0% | +47.8% | -38.8% | -5.7% |
| 5Y | +52.0% | +50.2% | +1.8% | +28.0% |
| 10Y | +150.9% | -4.8% | +155.7% | +102.0% |
| All | +150.9% | -4.5% | +155.4% | +102.0% |
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