+4,568.9%
CLS vs BUD
+201.1%
+4,367.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | -13.9% | -5.7% | -8.2% | -11.4% |
| 3M | -26.6% | +3.1% | -29.7% | -28.4% |
| 6M | +15.4% | +7.9% | +7.5% | +9.6% |
| YTD | +5.7% | +27.3% | -21.7% | -8.5% |
| 1Y | +41.1% | +37.8% | +3.3% | +16.5% |
| 3Y | +1,228.6% | +49.8% | +1,178.7% | +891.8% |
| 5Y | +3,240.6% | +43.8% | +3,196.8% | +2,397.2% |
| 10Y | +2,760.3% | -22.6% | +2,783.0% | +2,686.1% |
| All | +4,568.9% | +201.1% | +4,367.8% | +1,453.3% |
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