+1,769.7%
CMI vs BUD
+217.8%
+1,551.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.2% |
| 7D | +0.5% | +1.0% | -0.5% | 0.0% |
| 30D | -14.0% | +6.7% | -20.7% | -16.8% |
| 3M | -28.1% | +5.7% | -33.9% | -30.4% |
| 6M | -35.8% | +5.8% | -41.7% | -38.3% |
| YTD | -10.5% | +34.4% | -44.9% | -22.9% |
| 1Y | -1.9% | +33.3% | -35.1% | -15.2% |
| 3Y | +121.0% | +48.8% | +72.2% | +76.8% |
| 5Y | +114.6% | +52.5% | +62.0% | +65.6% |
| 10Y | +325.5% | -4.0% | +329.4% | +280.9% |
| All | +1,769.7% | +217.8% | +1,551.9% | +591.6% |
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