+891.5%
CLS vs BUD
+47.9%
+843.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.8% | +4.5% |
| 7D | +23.5% | -1.6% | +25.1% | +23.1% |
| 30D | -28.9% | +6.7% | -35.6% | -28.0% |
| 3M | -25.2% | +5.9% | -31.1% | -24.1% |
| 6M | -32.1% | +5.1% | -37.2% | -31.1% |
| YTD | -14.1% | +32.9% | -46.9% | -11.1% |
| 1Y | -24.1% | +31.8% | -55.9% | -21.4% |
| All | +891.5% | +47.9% | +843.6% | +892.8% |
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