+34.5%
CMS vs BUD
+51.6%
-17.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.4% |
| 7D | +1.7% | +1.0% | +0.7% | +1.5% |
| 30D | +6.2% | +6.7% | -0.5% | +4.7% |
| 3M | +0.6% | +5.7% | -5.1% | -0.7% |
| 6M | -1.8% | +5.8% | -7.6% | -3.1% |
| YTD | +3.8% | +34.4% | -30.6% | -2.9% |
| 1Y | -1.8% | +33.3% | -35.0% | -8.0% |
| 3Y | +39.8% | +48.8% | -9.0% | +26.2% |
| All | +34.5% | +51.6% | -17.1% | +17.3% |
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