+83.5%
CLF vs BUD
-4.3%
+87.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.3% |
| 7D | -9.1% | +6.0% | -15.1% | -12.3% |
| 30D | -0.9% | +11.3% | -12.2% | -7.6% |
| 3M | +3.0% | +3.6% | -0.6% | -0.2% |
| 6M | +16.7% | +7.7% | +9.0% | +9.6% |
| YTD | -3.2% | +36.4% | -39.5% | -21.7% |
| 1Y | +24.6% | +37.8% | -13.2% | -0.2% |
| 3Y | -22.3% | +51.2% | -73.5% | -43.9% |
| 5Y | -41.2% | +53.4% | -94.6% | -59.2% |
| 10Y | +83.5% | -3.2% | +86.7% | +44.0% |
| All | +83.5% | -4.3% | +87.8% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling