+890.4%
CMS vs BUD
+214.6%
+675.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.8% |
| 7D | -1.3% | +4.5% | -5.8% | -2.3% |
| 30D | +6.3% | +12.5% | -6.2% | +3.5% |
| 3M | -2.1% | 0.0% | -2.0% | -2.2% |
| 6M | -5.1% | +3.8% | -8.9% | -6.1% |
| YTD | +1.3% | +33.1% | -31.8% | -5.4% |
| 1Y | -1.4% | +35.5% | -36.9% | -8.3% |
| 3Y | +36.9% | +49.4% | -12.5% | +23.3% |
| 5Y | +32.5% | +48.0% | -15.5% | +18.0% |
| 10Y | +126.8% | -8.6% | +135.3% | +117.6% |
| All | +890.4% | +214.6% | +675.7% | +554.3% |
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 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