-7.1%
CMG vs BUD
+34.7%
-41.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | -2.1% | -2.6% | +0.6% | -1.3% |
| 30D | +10.9% | -1.2% | +12.1% | +11.2% |
| 3M | +15.8% | -4.9% | +20.8% | +17.4% |
| 6M | +6.9% | +9.3% | -2.3% | +3.8% |
| YTD | -2.2% | +24.0% | -26.1% | -13.4% |
| 1Y | -7.1% | +34.5% | -41.6% | -18.9% |
| All | -7.1% | +34.7% | -41.8% | -18.9% |
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