+1,301.1%
CP vs BUD
+219.3%
+1,081.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.4% |
| 7D | +6.1% | +7.1% | -1.0% | +3.1% |
| 30D | +9.8% | +12.7% | -2.9% | +4.3% |
| 3M | +2.7% | 0.0% | +2.7% | +2.4% |
| 6M | +12.8% | +7.6% | +5.2% | +8.7% |
| YTD | +28.2% | +35.0% | -6.9% | +11.9% |
| 1Y | +34.1% | +37.6% | -3.4% | +16.1% |
| 3Y | +28.9% | +51.5% | -22.7% | +5.1% |
| 5Y | +27.1% | +50.2% | -23.2% | +1.9% |
| 10Y | +264.8% | -7.2% | +272.0% | +232.6% |
| All | +1,301.1% | +219.3% | +1,081.8% | +526.0% |
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 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