-20.6%
CPB vs BUD
+37.1%
-57.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.7% |
| 7D | +3.3% | +1.3% | +1.9% | +2.6% |
| 30D | +19.0% | +10.0% | +9.0% | +15.1% |
| 3M | +0.4% | +1.6% | -1.1% | -0.3% |
| 6M | +13.0% | +6.5% | +6.5% | +9.8% |
| YTD | -12.7% | +34.8% | -47.6% | -22.4% |
| All | -20.6% | +37.1% | -57.7% | -29.1% |
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 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