-44.1%
CLF vs BUD
+219.3%
-263.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.8% | -14.1% | -13.4% |
| 7D | -21.0% | +7.1% | -28.1% | -24.8% |
| 30D | -8.0% | +12.7% | -20.7% | -15.8% |
| 3M | -10.9% | 0.0% | -10.9% | -12.2% |
| 6M | +5.8% | +7.6% | -1.8% | -1.3% |
| YTD | -15.1% | +35.0% | -50.2% | -32.6% |
| 1Y | +7.2% | +37.6% | -30.3% | -16.1% |
| 3Y | -34.2% | +51.5% | -85.7% | -54.3% |
| 5Y | -49.6% | +50.2% | -99.8% | -65.8% |
| 10Y | +109.9% | -7.2% | +117.1% | +84.6% |
| All | -44.1% | +219.3% | -263.4% | -84.7% |
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