+319.3%
CSCO vs BUD
-2.2%
+321.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -4.7% | +6.0% | -10.7% | -6.1% |
| 30D | -17.1% | +11.3% | -28.4% | -19.5% |
| 3M | -19.6% | +3.6% | -23.2% | -20.7% |
| 6M | +2.4% | +7.7% | -5.3% | -0.2% |
| YTD | +29.8% | +36.4% | -6.6% | +17.8% |
| 1Y | +38.7% | +37.8% | +0.8% | +25.4% |
| 3Y | +101.3% | +51.2% | +50.1% | +74.6% |
| 5Y | +94.8% | +53.4% | +41.4% | +65.5% |
| All | +319.3% | -2.2% | +321.6% | +293.8% |
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 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