-14.0%
COMP vs BUD
+51.0%
-65.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.3% | +4.8% |
| 7D | +14.5% | +1.3% | +13.2% | +13.4% |
| 30D | +14.9% | +10.0% | +4.9% | +7.7% |
| 3M | -14.2% | +1.6% | -15.8% | -15.4% |
| 6M | +23.7% | +6.5% | +17.2% | +17.9% |
| YTD | +2.1% | +34.8% | -32.8% | -17.3% |
| 1Y | +26.2% | +36.5% | -10.3% | +1.1% |
| 3Y | +470.9% | +49.0% | +421.9% | +300.9% |
| 5Y | -14.0% | +51.7% | -65.7% | -46.8% |
| All | -14.0% | +51.0% | -65.0% | -46.8% |
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 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