-23.8%
CPB vs BUD
+32.1%
-55.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.3% |
| 7D | -4.1% | +0.5% | -4.6% | -4.3% |
| 30D | +16.9% | +7.4% | +9.5% | +14.2% |
| 3M | -0.6% | +4.3% | -4.9% | -2.1% |
| 6M | +11.4% | +5.3% | +6.1% | +8.8% |
| YTD | -14.8% | +33.2% | -48.1% | -22.8% |
| All | -23.8% | +32.1% | -55.9% | -30.8% |
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