-10.7%
CMG vs BUD
+36.8%
-47.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | +7.1% | -5.7% | +12.8% | +8.9% |
| 3M | +31.2% | +3.1% | +28.0% | +29.8% |
| 6M | +0.7% | +7.9% | -7.2% | -2.5% |
| YTD | -0.1% | +27.3% | -27.4% | -12.6% |
| 1Y | -10.7% | +37.8% | -48.6% | -23.9% |
| All | -10.7% | +36.8% | -47.6% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling