+13.1%
CNH vs BUD
+46.3%
-33.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.9% | +4.0% |
| 7D | +23.3% | +0.3% | +23.0% | +23.1% |
| 30D | +33.5% | -5.7% | +39.1% | +36.9% |
| 3M | +32.7% | +3.1% | +29.6% | +30.1% |
| 6M | +22.2% | +7.9% | +14.3% | +17.0% |
| YTD | +57.7% | +27.3% | +30.4% | +39.8% |
| 1Y | +28.0% | +37.8% | -9.8% | +9.4% |
| 3Y | +11.5% | +49.8% | -38.3% | -12.3% |
| All | +13.1% | +46.3% | -33.2% | -11.1% |
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