-2.7%
CEG vs BUD
+36.8%
-39.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +8.0% | +0.3% | +7.8% | +8.0% |
| 30D | +12.9% | -5.7% | +18.6% | +12.7% |
| 3M | +13.2% | +3.1% | +10.0% | +13.1% |
| 6M | -7.0% | +7.9% | -14.9% | -8.8% |
| YTD | -15.0% | +27.3% | -42.3% | -8.6% |
| 1Y | -2.7% | +37.8% | -40.5% | +11.4% |
| All | -2.7% | +36.8% | -39.5% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling