+639.5%
CEG vs BUD
+30.2%
+609.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.3% |
| 3M | +13.2% | +3.1% | +10.0% | +12.9% |
| 6M | -7.0% | +7.9% | -14.9% | -7.6% |
| YTD | -15.0% | +27.3% | -42.3% | -16.3% |
| 1Y | -2.7% | +37.8% | -40.5% | -4.7% |
| 3Y | +184.1% | +49.8% | +134.2% | +175.5% |
| All | +639.5% | +30.2% | +609.2% | +565.7% |
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