+242.0%
COF vs BUD
-22.3%
+264.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.2% |
| 7D | -5.1% | -2.6% | -2.5% | -3.7% |
| 30D | -6.0% | -1.2% | -4.8% | -5.4% |
| 3M | +14.8% | -4.9% | +19.7% | +17.4% |
| 6M | +15.3% | +9.3% | +6.1% | +8.5% |
| YTD | -13.0% | +24.0% | -37.0% | -24.6% |
| 1Y | -5.7% | +34.5% | -40.2% | -22.3% |
| 3Y | +118.1% | +43.7% | +74.5% | +64.2% |
| 5Y | +46.2% | +46.0% | +0.2% | +7.2% |
| All | +242.0% | -22.3% | +264.3% | +160.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling