+1,980.9%
CLS vs BUD
+51.6%
+1,929.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.6% |
| 7D | +16.3% | +1.0% | +15.3% | +16.1% |
| 30D | -25.7% | +6.7% | -32.3% | -26.8% |
| 3M | -30.9% | +5.7% | -36.6% | -31.9% |
| 6M | -35.5% | +5.8% | -41.3% | -36.8% |
| YTD | -18.7% | +34.4% | -53.1% | -25.7% |
| 1Y | -17.9% | +33.3% | -51.2% | -24.9% |
| 3Y | +838.1% | +48.8% | +789.3% | +698.9% |
| All | +1,980.9% | +51.6% | +1,929.2% | +1,541.4% |
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