+2,989.4%
CLS vs BUD
+214.6%
+2,774.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | -22.2% | +4.5% | -26.6% | -24.3% |
| 30D | -44.4% | +12.5% | -56.9% | -48.2% |
| 3M | -34.3% | 0.0% | -34.3% | -35.4% |
| 6M | -50.1% | +3.8% | -53.9% | -52.2% |
| YTD | -30.1% | +33.1% | -63.1% | -41.6% |
| 1Y | -39.3% | +35.5% | -74.9% | -50.1% |
| 3Y | +732.7% | +49.4% | +683.3% | +517.1% |
| 5Y | +1,777.2% | +48.0% | +1,729.2% | +1,270.1% |
| 10Y | +1,645.6% | -8.6% | +1,654.2% | +1,432.5% |
| All | +2,989.4% | +214.6% | +2,774.8% | +890.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling