+2,032.8%
CMG vs BUD
+217.8%
+1,814.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +2.5% | +1.0% | +1.5% | +2.1% |
| 30D | +15.6% | +6.7% | +8.9% | +13.2% |
| 3M | +8.2% | +5.7% | +2.5% | +6.1% |
| 6M | +9.9% | +5.8% | +4.1% | +7.6% |
| YTD | -4.6% | +34.4% | -39.0% | -13.8% |
| 1Y | +12.4% | +33.3% | -20.8% | +1.9% |
| 3Y | -18.0% | +48.8% | -66.8% | -29.2% |
| 5Y | -5.3% | +52.5% | -57.8% | -20.1% |
| 10Y | +344.2% | -4.0% | +348.2% | +302.9% |
| All | +2,032.8% | +217.8% | +1,814.9% | +1,066.0% |
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