+47.8%
COF vs BUD
+44.7%
+3.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.6% |
| 7D | -2.7% | -1.3% | -1.3% | -2.1% |
| 30D | -3.4% | -6.1% | +2.8% | -1.0% |
| 3M | +15.4% | -3.8% | +19.2% | +16.7% |
| 6M | +14.4% | +8.2% | +6.2% | +9.8% |
| YTD | -12.0% | +23.6% | -35.6% | -21.0% |
| 1Y | -3.7% | +33.4% | -37.2% | -16.8% |
| 3Y | +121.1% | +45.3% | +75.7% | +72.6% |
| 5Y | +47.8% | +44.3% | +3.5% | +16.3% |
| All | +47.8% | +44.7% | +3.1% | +16.3% |
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