-30.4%
CPB vs BUD
+36.8%
-67.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -8.6% | +0.3% | -8.9% | -8.7% |
| 30D | -7.2% | -5.7% | -1.6% | -5.4% |
| 3M | +0.9% | +3.1% | -2.2% | -0.4% |
| 6M | -11.8% | +7.9% | -19.7% | -14.4% |
| YTD | -19.4% | +27.3% | -46.7% | -26.1% |
| 1Y | -30.4% | +37.8% | -68.2% | -37.4% |
| All | -30.4% | +36.8% | -67.2% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling