+321.5%
CSCO vs BUD
-8.7%
+330.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.8% |
| 7D | -2.9% | +1.3% | -4.2% | -3.3% |
| 30D | -16.7% | +10.0% | -26.7% | -18.9% |
| 3M | -18.4% | +1.6% | -20.0% | -19.1% |
| 6M | +2.9% | +6.5% | -3.6% | +0.6% |
| YTD | +30.4% | +34.8% | -4.4% | +18.8% |
| 1Y | +41.4% | +36.5% | +4.9% | +28.2% |
| 3Y | +104.7% | +49.0% | +55.7% | +78.2% |
| 5Y | +96.9% | +51.7% | +45.3% | +67.8% |
| 10Y | +321.5% | -7.5% | +329.0% | +297.7% |
| All | +321.5% | -8.7% | +330.2% | +297.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling