+1.4%
CRM vs BUD
+34.7%
-33.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +2.0% |
| 7D | -4.4% | -2.6% | -1.8% | -4.6% |
| 30D | +28.1% | -1.2% | +29.4% | +27.9% |
| 3M | +48.8% | -4.9% | +53.7% | +47.5% |
| 6M | +28.3% | +9.3% | +19.0% | +31.8% |
| YTD | -6.0% | +24.0% | -30.0% | -1.2% |
| 1Y | +1.4% | +34.5% | -33.1% | +8.5% |
| All | +1.4% | +34.7% | -33.3% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling