+681.6%
CSCO vs BUD
+214.6%
+467.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -10.2% | +4.5% | -14.7% | -11.6% |
| 30D | -20.1% | +12.5% | -32.6% | -23.3% |
| 3M | -22.1% | 0.0% | -22.0% | -22.5% |
| 6M | +3.2% | +3.8% | -0.6% | +1.0% |
| YTD | +24.1% | +33.1% | -9.0% | +11.2% |
| 1Y | +34.6% | +35.5% | -1.0% | +19.7% |
| 3Y | +90.0% | +49.4% | +40.6% | +60.4% |
| 5Y | +88.6% | +48.0% | +40.5% | +56.9% |
| 10Y | +316.5% | -8.6% | +325.1% | +293.3% |
| All | +681.6% | +214.6% | +467.0% | +314.4% |
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