-35.6%
CPB vs BUD
+49.3%
-84.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | +8.0% | +4.5% | +3.5% | +6.7% |
| 30D | +22.4% | +12.5% | +9.9% | +18.8% |
| 3M | +2.5% | 0.0% | +2.5% | +2.4% |
| 6M | +12.2% | +3.8% | +8.4% | +10.9% |
| YTD | -12.8% | +33.1% | -45.9% | -18.7% |
| 1Y | -19.2% | +35.5% | -54.7% | -25.0% |
| 3Y | -35.6% | +49.4% | -85.0% | -43.4% |
| All | -35.6% | +49.3% | -84.9% | -43.4% |
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