+648.9%
CRS vs BUD
+48.7%
+600.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -3.3% |
| 7D | -3.1% | +0.8% | -3.8% | -3.3% |
| 30D | -19.6% | -4.8% | -14.8% | -18.5% |
| 3M | -8.1% | +1.4% | -9.4% | -9.0% |
| 6M | +18.6% | +9.9% | +8.7% | +14.1% |
| YTD | +45.9% | +26.3% | +19.5% | +35.1% |
| 1Y | +82.5% | +36.1% | +46.3% | +64.8% |
| 3Y | +648.9% | +48.6% | +600.3% | +570.1% |
| All | +648.9% | +48.7% | +600.2% | +570.1% |
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