+115.4%
CMS vs BUD
-23.0%
+138.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -3.6% | -5.7% | +2.1% | -2.6% |
| 3M | -1.9% | +3.1% | -5.0% | -2.6% |
| 6M | -11.0% | +7.9% | -18.8% | -12.5% |
| YTD | +0.2% | +27.3% | -27.1% | -4.6% |
| 1Y | -1.3% | +37.8% | -39.1% | -7.5% |
| 3Y | +35.9% | +49.8% | -13.9% | +24.3% |
| 5Y | +23.1% | +43.8% | -20.8% | +12.0% |
| All | +115.4% | -23.0% | +138.5% | +115.6% |
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 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