+1,763.7%
CLS vs BUD
+48.8%
+1,714.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -22.2% | +4.5% | -26.6% | -22.9% |
| 30D | -44.4% | +12.5% | -56.9% | -45.9% |
| 3M | -34.3% | 0.0% | -34.3% | -34.5% |
| 6M | -50.1% | +3.8% | -53.9% | -50.8% |
| YTD | -30.1% | +33.1% | -63.1% | -36.0% |
| 1Y | -39.3% | +35.5% | -74.9% | -44.9% |
| 3Y | +732.7% | +49.4% | +683.3% | +605.1% |
| All | +1,763.7% | +48.8% | +1,714.9% | +1,383.4% |
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