+36.9%
CPB vs BUD
+214.6%
-177.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | +8.0% | +4.5% | +3.5% | +7.1% |
| 30D | +22.4% | +12.5% | +9.9% | +19.7% |
| 3M | +3.8% | 0.0% | +3.8% | +3.8% |
| 6M | +13.7% | +3.8% | +9.9% | +12.7% |
| YTD | -11.7% | +33.1% | -44.8% | -16.5% |
| 1Y | -18.1% | +35.5% | -53.6% | -22.8% |
| 3Y | -34.7% | +49.4% | -84.1% | -40.0% |
| 5Y | -30.6% | +48.0% | -78.6% | -36.7% |
| 10Y | -37.1% | -8.6% | -28.6% | -37.1% |
| All | +36.9% | +214.6% | -177.7% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling