+36.6%
CTVA vs BUD
+51.6%
-15.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | -20.8% | +1.0% | -21.8% | -20.9% |
| 30D | -29.6% | +6.7% | -36.3% | -30.8% |
| 3M | -16.9% | +5.7% | -22.6% | -18.1% |
| 6M | -24.3% | +5.8% | -30.1% | -25.5% |
| YTD | -5.6% | +34.4% | -40.0% | -13.1% |
| 1Y | -4.2% | +33.3% | -37.4% | -11.6% |
| 3Y | +43.3% | +48.8% | -5.5% | +26.9% |
| All | +36.6% | +51.6% | -15.0% | +15.0% |
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