+503.2%
CMI vs BUD
-22.3%
+525.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -0.7% | -2.6% | +1.9% | +0.2% |
| 30D | -12.4% | -1.2% | -11.2% | -12.1% |
| 3M | -14.8% | -4.9% | -9.9% | -13.8% |
| 6M | +0.8% | +9.3% | -8.5% | -3.0% |
| YTD | +10.2% | +24.0% | -13.8% | +1.4% |
| 1Y | +37.4% | +34.5% | +2.9% | +22.6% |
| 3Y | +153.3% | +43.7% | +109.6% | +116.3% |
| 5Y | +167.6% | +46.0% | +121.6% | +123.0% |
| All | +503.2% | -22.3% | +525.5% | +441.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling