+149.5%
CNH vs BUD
-23.5%
+173.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.2% |
| 7D | +8.8% | +0.8% | +8.0% | +8.4% |
| 30D | +24.7% | -4.8% | +29.5% | +27.8% |
| 3M | +27.3% | +1.4% | +26.0% | +25.7% |
| 6M | +23.2% | +9.9% | +13.3% | +16.2% |
| YTD | +48.9% | +26.3% | +22.6% | +30.4% |
| 1Y | +19.4% | +36.1% | -16.7% | +0.4% |
| 3Y | +7.8% | +48.6% | -40.8% | -16.7% |
| 5Y | +8.7% | +45.0% | -36.3% | -16.5% |
| 10Y | +149.5% | -23.1% | +172.6% | +117.3% |
| All | +149.5% | -23.5% | +173.1% | +117.3% |
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