+256.9%
CP vs BUD
-4.5%
+261.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.8% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | +9.6% | +7.4% | +2.2% | +6.7% |
| 3M | +2.2% | +4.3% | -2.1% | +0.5% |
| 6M | +11.1% | +5.3% | +5.8% | +8.5% |
| YTD | +28.2% | +33.2% | -5.1% | +14.3% |
| 1Y | +32.2% | +31.8% | +0.4% | +18.2% |
| 3Y | +35.5% | +47.8% | -12.3% | +14.4% |
| 5Y | +26.8% | +50.2% | -23.4% | +4.5% |
| 10Y | +256.9% | -4.8% | +261.7% | +193.7% |
| All | +256.9% | -4.5% | +261.4% | +193.7% |
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