+42.0%
CLBK vs BUD
+44.7%
-2.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.8% |
| 7D | -1.5% | -1.3% | -0.1% | -1.2% |
| 30D | +6.7% | -6.1% | +12.8% | +8.2% |
| 3M | +21.2% | -3.8% | +24.9% | +22.0% |
| 6M | +42.0% | +8.2% | +33.8% | +38.8% |
| YTD | +63.3% | +23.6% | +39.7% | +54.4% |
| 1Y | +65.4% | +33.4% | +32.0% | +53.5% |
| 3Y | +52.5% | +45.3% | +7.1% | +36.2% |
| 5Y | +42.0% | +44.3% | -2.3% | +26.9% |
| All | +42.0% | +44.7% | -2.7% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling