+219.9%
CTVA vs BUD
+3.8%
+216.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.5% |
| 7D | -5.8% | -1.3% | -4.5% | -5.3% |
| 30D | +11.1% | -6.1% | +17.2% | +13.8% |
| 3M | +13.2% | -3.8% | +17.0% | +14.8% |
| 6M | +8.7% | +8.2% | +0.5% | +4.7% |
| YTD | +27.3% | +23.6% | +3.7% | +15.8% |
| 1Y | +18.0% | +33.4% | -15.4% | +3.8% |
| 3Y | +76.5% | +45.3% | +31.2% | +46.4% |
| 5Y | +105.1% | +44.3% | +60.8% | +64.9% |
| All | +219.9% | +3.8% | +216.1% | +166.5% |
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 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