+34.8%
CNH vs BUD
+11.9%
+23.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.2% | +3.5% |
| 7D | -1.7% | +4.5% | -6.2% | -4.2% |
| 30D | -7.2% | +12.5% | -19.7% | -13.3% |
| 3M | +6.5% | 0.0% | +6.6% | +5.9% |
| 6M | +7.9% | +3.8% | +4.1% | +4.5% |
| YTD | +26.6% | +33.1% | -6.5% | +6.9% |
| 1Y | +13.8% | +35.5% | -21.7% | -5.0% |
| 3Y | +9.2% | +49.4% | -40.2% | -16.5% |
| 5Y | -15.6% | +48.0% | -63.6% | -36.3% |
| 10Y | +119.2% | -8.6% | +127.8% | +93.6% |
| All | +34.8% | +11.9% | +23.0% | +4.2% |
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