+1,857.4%
CAH vs BUD
+217.8%
+1,639.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.7% |
| 7D | +3.5% | +1.0% | +2.4% | +3.1% |
| 30D | +13.5% | +6.7% | +6.8% | +11.2% |
| 3M | +21.8% | +5.7% | +16.1% | +19.6% |
| 6M | +51.5% | +5.8% | +45.7% | +48.3% |
| YTD | +38.1% | +34.4% | +3.7% | +25.0% |
| 1Y | +37.7% | +33.3% | +4.4% | +24.9% |
| 3Y | +179.6% | +48.8% | +130.8% | +140.0% |
| 5Y | +504.9% | +52.5% | +452.4% | +404.4% |
| 10Y | +418.6% | -4.0% | +422.5% | +375.4% |
| All | +1,857.4% | +217.8% | +1,639.6% | +1,052.6% |
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