-38.0%
CLF vs BUD
+201.1%
-239.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +7.6% | +0.3% | +7.3% | +7.3% |
| 30D | -1.2% | -5.7% | +4.5% | +2.4% |
| 3M | -13.4% | +3.1% | -16.5% | -16.0% |
| 6M | +15.4% | +7.9% | +7.5% | +8.4% |
| YTD | -5.9% | +27.3% | -33.2% | -21.4% |
| 1Y | +18.8% | +37.8% | -19.0% | -6.3% |
| 3Y | -19.4% | +49.8% | -69.3% | -43.3% |
| 5Y | -47.7% | +43.8% | -91.6% | -63.4% |
| 10Y | +130.4% | -22.6% | +153.0% | +134.2% |
| All | -38.0% | +201.1% | -239.1% | -82.1% |
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