-39.3%
CPB vs BUD
+46.3%
-85.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -8.6% | +0.3% | -8.9% | -8.7% |
| 30D | -7.2% | -5.7% | -1.6% | -6.1% |
| 3M | +0.9% | +3.1% | -2.2% | +0.2% |
| 6M | -11.8% | +7.9% | -19.7% | -13.4% |
| YTD | -19.4% | +27.3% | -46.7% | -23.3% |
| 1Y | -30.4% | +37.8% | -68.2% | -34.8% |
| 3Y | -40.2% | +49.8% | -90.0% | -45.3% |
| All | -39.3% | +46.3% | -85.6% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling