-29.4%
CRS vs BUD
+5.0%
-34.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.9% |
| 7D | +7.4% | -1.6% | +9.0% | +6.6% |
| 30D | -21.2% | +6.7% | -27.9% | -19.3% |
| 3M | -43.3% | +5.9% | -49.2% | -42.0% |
| 6M | -29.4% | +5.1% | -34.5% | -28.8% |
| All | -29.4% | +5.0% | -34.4% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling