+2,453.4%
CRM vs BUD
+192.2%
+2,261.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.1% |
| 7D | -5.0% | -1.3% | -3.7% | -4.4% |
| 30D | +23.6% | -6.1% | +29.8% | +27.0% |
| 3M | +39.6% | -3.8% | +43.4% | +41.8% |
| 6M | +23.4% | +8.2% | +15.3% | +18.5% |
| YTD | -7.4% | +23.6% | -30.9% | -16.5% |
| 1Y | -2.3% | +33.4% | -35.7% | -15.1% |
| 3Y | +10.5% | +45.3% | -34.8% | -10.3% |
| 5Y | -4.7% | +44.3% | -49.0% | -24.1% |
| 10Y | +234.7% | -22.8% | +257.5% | +238.2% |
| All | +2,453.4% | +192.2% | +2,261.2% | +916.4% |
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 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