+1,929.4%
CLS vs BUD
-4.5%
+1,933.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.3% | +10.8% | +9.5% |
| 7D | +2.8% | +0.5% | +2.3% | +2.3% |
| 30D | -30.1% | +7.4% | -37.5% | -33.0% |
| 3M | -21.7% | +4.3% | -26.0% | -24.4% |
| 6M | -36.2% | +5.3% | -41.5% | -39.2% |
| YTD | -17.8% | +33.2% | -51.1% | -30.8% |
| 1Y | -26.8% | +31.8% | -58.6% | -38.2% |
| 3Y | +853.4% | +47.8% | +805.6% | +619.3% |
| 5Y | +2,005.0% | +50.2% | +1,954.9% | +1,435.3% |
| 10Y | +1,929.4% | -4.8% | +1,934.2% | +1,415.2% |
| All | +1,929.4% | -4.5% | +1,933.9% | +1,415.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling