-5.1%
COF vs BUD
+38.4%
-43.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.3% | -1.5% |
| 7D | +0.7% | +3.3% | -2.6% | +0.3% |
| 30D | +5.7% | +11.8% | -6.1% | +4.3% |
| 3M | -6.7% | -1.1% | -5.6% | -7.0% |
| 6M | +9.5% | +14.9% | -5.4% | +7.3% |
| YTD | -13.9% | +32.6% | -46.5% | -21.4% |
| 1Y | -5.1% | +37.2% | -42.2% | -15.7% |
| All | -5.1% | +38.4% | -43.4% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling