-22.3%
CLF vs BUD
+51.6%
-73.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.8% |
| 7D | -9.1% | +6.0% | -15.1% | -9.7% |
| 30D | -0.9% | +11.3% | -12.2% | -2.6% |
| 3M | +3.0% | +3.6% | -0.6% | +2.3% |
| 6M | +16.7% | +7.7% | +9.0% | +14.8% |
| YTD | -3.2% | +36.4% | -39.5% | -9.4% |
| 1Y | +24.6% | +37.8% | -13.2% | +16.2% |
| 3Y | -22.3% | +51.2% | -73.5% | -30.6% |
| All | -22.3% | +51.6% | -73.9% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling