+1,767.7%
CRS vs BUD
+217.8%
+1,549.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.4% |
| 7D | +4.8% | +1.0% | +3.8% | +4.0% |
| 30D | -23.2% | +6.7% | -29.9% | -27.3% |
| 3M | -45.5% | +5.7% | -51.2% | -48.4% |
| 6M | -33.1% | +5.8% | -38.9% | -37.3% |
| YTD | -7.2% | +34.4% | -41.6% | -26.2% |
| 1Y | -10.0% | +33.3% | -43.3% | -28.2% |
| 3Y | +332.3% | +48.8% | +283.5% | +208.2% |
| 5Y | +801.9% | +52.5% | +749.3% | +515.0% |
| 10Y | +820.9% | -4.0% | +824.9% | +686.7% |
| All | +1,767.7% | +217.8% | +1,549.9% | +521.5% |
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 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