-41.5%
CPB vs BUD
-2.9%
-38.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.9% |
| 7D | -4.1% | +0.5% | -4.6% | -4.2% |
| 30D | +16.9% | +7.4% | +9.5% | +15.8% |
| 3M | -0.6% | +4.3% | -4.9% | -1.2% |
| 6M | +11.4% | +5.3% | +6.1% | +10.5% |
| YTD | -14.8% | +33.2% | -48.1% | -18.1% |
| 1Y | -24.8% | +31.8% | -56.5% | -27.6% |
| 3Y | -36.6% | +47.8% | -84.4% | -40.1% |
| 5Y | -33.3% | +50.2% | -83.5% | -37.6% |
| All | -41.5% | -2.9% | -38.5% | -40.1% |
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