+40.7%
CL vs BUD
+49.6%
-8.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | +3.2% | +1.0% | +2.2% | +2.8% |
| 30D | +8.0% | +6.7% | +1.4% | +5.6% |
| 3M | +7.9% | +5.7% | +2.2% | +5.7% |
| 6M | +14.7% | +5.8% | +8.9% | +12.2% |
| YTD | +29.2% | +34.4% | -5.2% | +17.4% |
| 1Y | +29.5% | +33.3% | -3.7% | +17.9% |
| 3Y | +40.7% | +48.8% | -8.1% | +21.9% |
| All | +40.7% | +49.6% | -8.9% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling