-18.0%
CPB vs BUD
+38.4%
-56.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.1% | +2.8% | +4.6% |
| 7D | +13.0% | +3.3% | +9.6% | +11.5% |
| 30D | +20.5% | +11.8% | +8.7% | +16.1% |
| 3M | +2.2% | -1.1% | +3.3% | +2.5% |
| 6M | +15.4% | +14.9% | +0.5% | +8.6% |
| YTD | -12.3% | +32.6% | -44.9% | -21.9% |
| 1Y | -18.0% | +37.2% | -55.2% | -27.9% |
| All | -18.0% | +38.4% | -56.3% | -27.9% |
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