+269.7%
CL vs BUD
+201.1%
+68.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -4.8% | -5.7% | +0.8% | -3.4% |
| 3M | +4.9% | +3.1% | +1.8% | +4.0% |
| 6M | -5.7% | +7.9% | -13.6% | -7.7% |
| YTD | +14.4% | +27.3% | -13.0% | +7.3% |
| 1Y | +8.7% | +37.8% | -29.1% | -0.1% |
| 3Y | +30.0% | +49.8% | -19.9% | +15.7% |
| 5Y | +28.4% | +43.8% | -15.5% | +13.7% |
| 10Y | +50.1% | -22.6% | +72.7% | +53.2% |
| All | +269.7% | +201.1% | +68.6% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling