+231.7%
CTVA vs BUD
+7.0%
+224.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +4.9% | +0.3% | +4.7% | +4.8% |
| 30D | +11.9% | -5.7% | +17.6% | +14.5% |
| 3M | +13.7% | +3.1% | +10.5% | +12.0% |
| 6M | +13.1% | +7.9% | +5.3% | +9.1% |
| YTD | +32.0% | +27.3% | +4.6% | +18.7% |
| 1Y | +22.1% | +37.8% | -15.7% | +6.0% |
| 3Y | +77.5% | +49.8% | +27.6% | +45.5% |
| 5Y | +106.3% | +43.8% | +62.4% | +66.7% |
| All | +231.7% | +7.0% | +224.7% | +173.0% |
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 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