+76.3%
CL vs BUD
-8.7%
+85.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | +11.6% | +10.0% | +1.6% | +9.1% |
| 3M | +5.6% | +1.6% | +4.0% | +5.1% |
| 6M | +13.2% | +6.5% | +6.6% | +11.4% |
| YTD | +26.9% | +34.8% | -7.9% | +18.5% |
| 1Y | +27.3% | +36.5% | -9.1% | +18.6% |
| 3Y | +39.7% | +49.0% | -9.2% | +26.8% |
| 5Y | +41.3% | +51.7% | -10.4% | +26.3% |
| 10Y | +76.3% | -7.5% | +83.8% | +72.9% |
| All | +76.3% | -8.7% | +85.0% | +72.9% |
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