+37.9%
CMS vs BUD
+51.6%
-13.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +0.5% | +6.0% | -5.5% | -0.7% |
| 30D | +7.4% | +11.3% | -3.9% | +5.1% |
| 3M | +1.9% | +3.6% | -1.7% | +1.0% |
| 6M | -2.3% | +7.7% | -10.0% | -3.9% |
| YTD | +3.0% | +36.4% | -33.4% | -3.5% |
| 1Y | -2.8% | +37.8% | -40.6% | -9.1% |
| 3Y | +37.9% | +51.2% | -13.3% | +18.7% |
| All | +37.9% | +51.6% | -13.7% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling