+1,198.9%
COF vs BUD
+201.1%
+997.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | -0.6% | -5.7% | +5.1% | +2.6% |
| 3M | +20.3% | +3.1% | +17.2% | +17.6% |
| 6M | +13.0% | +7.9% | +5.1% | +7.2% |
| YTD | -8.3% | +27.3% | -35.7% | -21.5% |
| 1Y | -1.5% | +37.8% | -39.3% | -19.6% |
| 3Y | +122.3% | +49.8% | +72.4% | +65.0% |
| 5Y | +52.5% | +43.8% | +8.7% | +14.7% |
| 10Y | +264.9% | -22.6% | +287.5% | +248.0% |
| All | +1,198.9% | +201.1% | +997.8% | +373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling