+3,269.5%
CLS vs BUD
+46.3%
+3,223.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | -13.9% | -5.7% | -8.2% | -12.7% |
| 3M | -26.6% | +3.1% | -29.7% | -27.5% |
| 6M | +15.4% | +7.9% | +7.5% | +12.2% |
| YTD | +5.7% | +27.3% | -21.7% | -2.2% |
| 1Y | +41.1% | +37.8% | +3.3% | +27.1% |
| 3Y | +1,228.6% | +49.8% | +1,178.7% | +1,007.0% |
| All | +3,269.5% | +46.3% | +3,223.1% | +2,733.9% |
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