-5.7%
CMG vs BUD
+44.7%
-50.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.9% |
| 7D | -6.5% | -1.3% | -5.1% | -6.1% |
| 30D | +12.1% | -6.1% | +18.3% | +14.2% |
| 3M | +20.6% | -3.8% | +24.3% | +21.8% |
| 6M | +2.1% | +8.2% | -6.1% | -0.6% |
| YTD | -2.6% | +23.6% | -26.2% | -9.4% |
| 1Y | -8.7% | +33.4% | -42.1% | -17.1% |
| 3Y | -7.4% | +45.3% | -52.7% | -19.9% |
| 5Y | -5.7% | +44.3% | -49.9% | -21.7% |
| All | -5.7% | +44.7% | -50.4% | -21.7% |
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