+299.5%
CME vs BUD
-8.7%
+308.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.8% |
| 7D | -0.6% | +1.3% | -1.9% | -0.9% |
| 30D | +8.5% | +10.0% | -1.5% | +5.7% |
| 3M | +16.0% | +1.6% | +14.5% | +15.4% |
| 6M | +9.3% | +6.5% | +2.8% | +7.2% |
| YTD | +15.3% | +34.8% | -19.5% | +5.5% |
| 1Y | +14.4% | +36.5% | -22.1% | +4.2% |
| 3Y | +59.9% | +49.0% | +11.0% | +39.8% |
| 5Y | +69.4% | +51.7% | +17.7% | +44.2% |
| 10Y | +299.5% | -7.5% | +307.0% | +234.8% |
| All | +299.5% | -8.7% | +308.2% | +234.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling