+63.1%
CLBK vs BUD
-5.6%
+68.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.9% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +5.0% | +7.4% | -2.4% | +2.5% |
| 3M | +3.3% | +4.3% | -1.0% | +1.6% |
| 6M | +29.6% | +5.3% | +24.3% | +26.8% |
| YTD | +62.1% | +33.2% | +28.9% | +46.7% |
| 1Y | +64.3% | +31.8% | +32.6% | +49.1% |
| 3Y | +55.6% | +47.8% | +7.8% | +33.5% |
| 5Y | +29.3% | +50.2% | -20.9% | +8.3% |
| All | +63.1% | -5.6% | +68.7% | +24.4% |
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