-35.3%
CPB vs BUD
+49.6%
-84.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.0% | +2.8% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | +19.2% | +6.7% | +12.5% | +17.2% |
| 3M | -0.9% | +5.7% | -6.7% | -2.5% |
| 6M | +15.2% | +5.8% | +9.4% | +13.3% |
| YTD | -13.1% | +34.4% | -47.5% | -19.2% |
| 1Y | -22.4% | +33.3% | -55.7% | -27.8% |
| 3Y | -35.3% | +48.8% | -84.1% | -39.4% |
| All | -35.3% | +49.6% | -84.9% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling