+167.0%
CMI vs BUD
+44.7%
+122.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | +0.7% | -1.3% | +2.0% | +1.1% |
| 30D | -12.3% | -6.1% | -6.1% | -10.7% |
| 3M | -16.8% | -3.8% | -13.0% | -16.3% |
| 6M | +1.5% | +8.2% | -6.6% | -1.9% |
| YTD | +9.8% | +23.6% | -13.8% | +1.7% |
| 1Y | +42.6% | +33.4% | +9.1% | +28.5% |
| 3Y | +151.0% | +45.3% | +105.7% | +114.3% |
| 5Y | +167.0% | +44.3% | +122.8% | +119.2% |
| All | +167.0% | +44.7% | +122.3% | +119.2% |
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