-40.5%
CPB vs BUD
-8.7%
-31.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +3.3% | +1.3% | +1.9% | +3.1% |
| 30D | +19.0% | +10.0% | +9.0% | +17.4% |
| 3M | +0.4% | +1.6% | -1.1% | +0.2% |
| 6M | +13.0% | +6.5% | +6.5% | +11.9% |
| YTD | -12.7% | +34.8% | -47.6% | -16.3% |
| 1Y | -20.9% | +36.5% | -57.3% | -24.2% |
| 3Y | -35.4% | +49.0% | -84.4% | -39.1% |
| 5Y | -32.3% | +51.7% | -84.0% | -36.7% |
| 10Y | -40.5% | -7.5% | -33.0% | -38.4% |
| All | -40.5% | -8.7% | -31.8% | -38.4% |
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 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