-17.6%
CNH vs BUD
+51.6%
-69.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | +3.0% | +1.0% | +2.0% | +2.6% |
| 30D | -0.6% | +6.7% | -7.3% | -3.7% |
| 3M | +14.6% | +5.7% | +8.9% | +11.3% |
| 6M | +11.8% | +5.8% | +5.9% | +7.8% |
| YTD | +30.4% | +34.4% | -4.0% | +12.2% |
| 1Y | +19.1% | +33.3% | -14.2% | +2.7% |
| 3Y | +30.2% | +48.8% | -18.6% | +2.7% |
| All | -17.6% | +51.6% | -69.2% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling