+139.1%
CI vs BUD
-23.5%
+162.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -2.6% | +0.8% | -3.3% | -2.8% |
| 30D | -2.4% | -4.8% | +2.5% | -0.9% |
| 3M | -4.8% | +1.4% | -6.1% | -5.4% |
| 6M | +2.1% | +9.9% | -7.7% | -1.5% |
| YTD | +1.4% | +26.3% | -25.0% | -6.8% |
| 1Y | -6.8% | +36.1% | -42.9% | -16.2% |
| 3Y | +3.3% | +48.6% | -45.3% | -10.8% |
| 5Y | +41.1% | +45.0% | -3.9% | +20.2% |
| 10Y | +139.1% | -23.1% | +162.2% | +100.9% |
| All | +139.1% | -23.5% | +162.6% | +100.9% |
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 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