+35.7%
COF vs BUD
+51.6%
-15.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.3% |
| 7D | -3.4% | +1.0% | -4.4% | -3.8% |
| 30D | +0.4% | +6.7% | -6.3% | -2.5% |
| 3M | -12.5% | +5.7% | -18.2% | -14.8% |
| 6M | +8.3% | +5.8% | +2.5% | +5.0% |
| YTD | -18.6% | +34.4% | -53.0% | -29.9% |
| 1Y | -8.6% | +33.3% | -41.9% | -21.0% |
| 3Y | +94.7% | +48.8% | +45.9% | +51.3% |
| All | +35.7% | +51.6% | -15.9% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling