+2,026.1%
CMG vs BUD
+214.2%
+1,811.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -0.6% | -1.6% | +0.9% | -0.2% |
| 30D | +15.9% | +6.7% | +9.2% | +13.4% |
| 3M | +7.8% | +5.9% | +1.9% | +5.6% |
| 6M | +7.7% | +5.1% | +2.6% | +5.6% |
| YTD | -4.9% | +32.9% | -37.8% | -13.8% |
| 1Y | +12.3% | +31.8% | -19.5% | +2.1% |
| 3Y | -17.1% | +47.4% | -64.4% | -28.2% |
| 5Y | -5.6% | +50.8% | -56.4% | -20.1% |
| 10Y | +342.9% | -5.1% | +347.9% | +303.1% |
| All | +2,026.1% | +214.2% | +1,811.9% | +1,066.5% |
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