+9.7%
CRM vs BUD
+43.8%
-34.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -8.1% | -3.2% | -4.9% | -7.9% |
| 30D | +23.1% | -3.7% | +26.7% | +23.4% |
| 3M | +42.5% | -4.4% | +47.0% | +42.9% |
| 6M | +25.3% | +7.7% | +17.6% | +24.8% |
| YTD | -7.8% | +23.1% | -30.9% | -9.8% |
| 1Y | +1.0% | +33.6% | -32.6% | -2.3% |
| All | +9.7% | +43.8% | -34.1% | +2.1% |
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