+2,218.7%
CMI vs BUD
+201.1%
+2,017.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | -13.4% | -5.7% | -7.8% | -11.3% |
| 3M | -17.0% | +3.1% | -20.1% | -18.8% |
| 6M | -1.6% | +7.9% | -9.5% | -5.8% |
| YTD | +11.0% | +27.3% | -16.4% | -1.5% |
| 1Y | +41.9% | +37.8% | +4.1% | +21.1% |
| 3Y | +151.8% | +49.8% | +102.0% | +101.2% |
| 5Y | +163.6% | +43.8% | +119.7% | +109.4% |
| 10Y | +472.9% | -22.6% | +495.5% | +481.8% |
| All | +2,218.7% | +201.1% | +2,017.6% | +783.7% |
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 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