+257.6%
CP vs BUD
-8.7%
+266.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.5% |
| 7D | +2.8% | +1.3% | +1.4% | +2.3% |
| 30D | +11.3% | +10.0% | +1.3% | +7.5% |
| 3M | +2.9% | +1.6% | +1.3% | +2.0% |
| 6M | +9.8% | +6.5% | +3.3% | +6.7% |
| YTD | +28.5% | +34.8% | -6.3% | +14.2% |
| 1Y | +33.5% | +36.5% | -3.0% | +18.0% |
| 3Y | +31.9% | +49.0% | -17.0% | +11.1% |
| 5Y | +25.5% | +51.7% | -26.2% | +3.1% |
| 10Y | +257.6% | -7.5% | +265.1% | +192.0% |
| All | +257.6% | -8.7% | +266.3% | +192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling