+821.3%
CHD vs BUD
+201.1%
+620.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -4.6% | -5.7% | +1.0% | -3.5% |
| 3M | +5.0% | +3.1% | +1.9% | +4.3% |
| 6M | -3.2% | +7.9% | -11.1% | -4.8% |
| YTD | +18.6% | +27.3% | -8.7% | +12.9% |
| 1Y | +4.8% | +37.8% | -33.0% | -1.8% |
| 3Y | +6.1% | +49.8% | -43.7% | -3.1% |
| 5Y | +24.0% | +43.8% | -19.9% | +12.8% |
| 10Y | +124.5% | -22.6% | +147.1% | +131.7% |
| All | +821.3% | +201.1% | +620.2% | +554.9% |
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