+24.6%
CLF vs BUD
+38.6%
-14.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.9% |
| 7D | -9.1% | +6.0% | -15.1% | -9.2% |
| 30D | -0.9% | +11.3% | -12.2% | -2.1% |
| 3M | +3.0% | +3.6% | -0.6% | +2.8% |
| 6M | +16.7% | +7.7% | +9.0% | +14.9% |
| YTD | -3.2% | +36.4% | -39.5% | -15.4% |
| 1Y | +24.6% | +37.8% | -13.2% | +7.4% |
| All | +24.6% | +38.6% | -14.0% | +7.4% |
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 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