-1.5%
COF vs BUD
+36.8%
-38.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.8% | +0.3% | +1.5% | +1.8% |
| 30D | -0.6% | -5.7% | +5.1% | -0.3% |
| 3M | +20.3% | +3.1% | +17.2% | +19.5% |
| 6M | +13.0% | +7.9% | +5.1% | +10.3% |
| YTD | -8.3% | +27.3% | -35.7% | -12.7% |
| 1Y | -1.5% | +37.8% | -39.3% | -6.0% |
| All | -1.5% | +36.8% | -38.3% | -6.0% |
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