+27.6%
CL vs BUD
+31.7%
-4.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.8% | -1.6% | +0.8% | 0.0% |
| 30D | +9.5% | +6.7% | +2.8% | +6.1% |
| 3M | +6.6% | +5.9% | +0.8% | +3.6% |
| 6M | +13.2% | +5.1% | +8.2% | +9.9% |
| YTD | +26.9% | +32.9% | -6.0% | +8.0% |
| 1Y | +27.6% | +31.8% | -4.2% | +8.9% |
| All | +27.6% | +31.7% | -4.1% | +8.9% |
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 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