+1,265.9%
CP vs BUD
+201.1%
+1,064.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +0.2% | -5.7% | +5.8% | +2.5% |
| 3M | +2.6% | +3.1% | -0.5% | +0.9% |
| 6M | +6.0% | +7.9% | -1.9% | +1.9% |
| YTD | +24.9% | +27.3% | -2.4% | +12.0% |
| 1Y | +20.1% | +37.8% | -17.7% | +3.9% |
| 3Y | +16.4% | +49.8% | -33.5% | -4.7% |
| 5Y | +31.7% | +43.8% | -12.1% | +7.5% |
| 10Y | +223.9% | -22.6% | +246.5% | +222.5% |
| All | +1,265.9% | +201.1% | +1,064.8% | +526.5% |
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