-51.4%
CLF vs BUD
+48.8%
-100.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.2% |
| 7D | -19.6% | +4.5% | -24.0% | -21.0% |
| 30D | -5.0% | +12.5% | -17.5% | -9.5% |
| 3M | -6.3% | 0.0% | -6.3% | -6.9% |
| 6M | +2.8% | +3.8% | -1.0% | +0.2% |
| YTD | -13.7% | +33.1% | -46.8% | -24.5% |
| 1Y | +13.6% | +35.5% | -21.9% | -1.5% |
| 3Y | -34.0% | +49.4% | -83.4% | -47.2% |
| All | -51.4% | +48.8% | -100.2% | -63.9% |
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