+313.3%
CL vs BUD
+219.3%
+94.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | +5.9% | +7.1% | -1.2% | +4.0% |
| 30D | +13.8% | +12.7% | +1.1% | +10.2% |
| 3M | +6.4% | 0.0% | +6.4% | +6.3% |
| 6M | +15.6% | +7.6% | +8.0% | +13.3% |
| YTD | +27.9% | +35.0% | -7.1% | +18.0% |
| 1Y | +31.4% | +37.6% | -6.2% | +20.7% |
| 3Y | +41.4% | +51.5% | -10.1% | +25.5% |
| 5Y | +42.8% | +50.2% | -7.4% | +25.2% |
| 10Y | +79.7% | -7.2% | +86.9% | +73.5% |
| All | +313.3% | +219.3% | +94.0% | +191.8% |
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