+2,134.3%
CMG vs BUD
+201.1%
+1,933.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 3M | +31.2% | +3.1% | +28.0% | +29.7% |
| 6M | +0.7% | +7.9% | -7.2% | -2.0% |
| YTD | -0.1% | +27.3% | -27.4% | -8.0% |
| 1Y | -10.7% | +37.8% | -48.6% | -19.8% |
| 3Y | -4.7% | +49.8% | -54.5% | -17.9% |
| 5Y | -3.8% | +43.8% | -47.6% | -17.4% |
| 10Y | +352.5% | -22.6% | +375.1% | +342.4% |
| All | +2,134.3% | +201.1% | +1,933.2% | +1,144.6% |
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