+905.4%
CRL vs BUD
+214.6%
+690.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.5% | +9.3% | +8.3% |
| 7D | -6.1% | +4.5% | -10.5% | -7.9% |
| 30D | +12.4% | +12.5% | -0.1% | +6.9% |
| 3M | +27.1% | 0.0% | +27.1% | +26.1% |
| 6M | +85.7% | +3.8% | +81.9% | +81.1% |
| YTD | +69.2% | +33.1% | +36.1% | +49.4% |
| 1Y | +97.5% | +35.5% | +62.0% | +73.2% |
| 3Y | +86.1% | +49.4% | +36.7% | +54.9% |
| 5Y | -10.0% | +48.0% | -58.1% | -25.9% |
| 10Y | +395.0% | -8.6% | +403.5% | +350.5% |
| All | +905.4% | +214.6% | +690.8% | +434.2% |
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