+64.9%
CLBK vs BUD
+38.4%
+26.5%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.2% |
| 7D | +4.6% | +3.3% | +1.3% | +3.7% |
| 30D | -1.5% | +11.8% | -13.3% | -4.2% |
| 3M | +4.4% | -1.1% | +5.5% | +4.6% |
| 6M | +31.7% | +14.9% | +16.8% | +25.3% |
| YTD | +58.7% | +32.6% | +26.1% | +38.8% |
| 1Y | +64.9% | +37.2% | +27.7% | +41.5% |
| All | +64.9% | +38.4% | +26.5% | +41.5% |
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