+366.8%
CSCO vs BUD
-23.5%
+390.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | -10.1% | -4.8% | -5.3% | -9.0% |
| 3M | -11.7% | +1.4% | -13.1% | -12.4% |
| 6M | +40.1% | +9.9% | +30.2% | +35.8% |
| YTD | +43.8% | +26.3% | +17.4% | +33.6% |
| 1Y | +66.6% | +36.1% | +30.5% | +51.3% |
| 3Y | +108.5% | +48.6% | +59.9% | +81.5% |
| 5Y | +114.0% | +45.0% | +69.0% | +84.6% |
| 10Y | +366.8% | -23.1% | +389.9% | +360.5% |
| All | +366.8% | -23.5% | +390.4% | +360.5% |
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 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