+659.8%
CSGP vs BUD
+201.1%
+458.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -4.1% | +0.3% | -4.3% | -4.2% |
| 30D | +2.3% | -5.7% | +8.0% | +4.5% |
| 3M | -8.2% | +3.1% | -11.3% | -9.2% |
| 6M | -35.1% | +7.9% | -42.9% | -37.2% |
| YTD | -54.0% | +27.3% | -81.4% | -58.4% |
| 1Y | -65.3% | +37.8% | -103.1% | -69.6% |
| 3Y | -62.6% | +49.8% | -112.4% | -68.8% |
| 5Y | -64.8% | +43.8% | -108.7% | -70.8% |
| 10Y | +45.1% | -22.6% | +67.7% | +47.4% |
| All | +659.8% | +201.1% | +458.7% | +289.8% |
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 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