+120.8%
COF vs BUD
+44.4%
+76.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.2% |
| 7D | -2.7% | -1.3% | -1.3% | -2.5% |
| 30D | -3.4% | -6.1% | +2.8% | -2.6% |
| 3M | +15.4% | -3.8% | +19.2% | +15.8% |
| 6M | +14.4% | +8.2% | +6.2% | +12.9% |
| YTD | -12.0% | +23.6% | -35.6% | -15.3% |
| 1Y | -3.7% | +33.4% | -37.2% | -8.5% |
| All | +120.8% | +44.4% | +76.4% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling