+137.3%
CTVA vs BUD
+12.9%
+124.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | -20.8% | +1.0% | -21.8% | -21.0% |
| 30D | -29.6% | +6.7% | -36.3% | -31.4% |
| 3M | -16.9% | +5.7% | -22.6% | -18.9% |
| 6M | -24.3% | +5.8% | -30.1% | -26.3% |
| YTD | -5.6% | +34.4% | -40.0% | -17.1% |
| 1Y | -4.2% | +33.3% | -37.4% | -15.6% |
| 3Y | +43.3% | +48.8% | -5.5% | +18.1% |
| 5Y | +35.7% | +52.5% | -16.8% | +7.3% |
| All | +137.3% | +12.9% | +124.3% | +90.8% |
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