-6.7%
COO vs BUD
+38.4%
-45.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.1% | +2.8% | +4.8% |
| 7D | +8.4% | +3.3% | +5.1% | +7.2% |
| 30D | +13.5% | +11.8% | +1.6% | +9.5% |
| 3M | -13.8% | -1.1% | -12.7% | -13.6% |
| 6M | +4.7% | +14.9% | -10.2% | -0.3% |
| YTD | -21.4% | +32.6% | -54.0% | -30.3% |
| 1Y | -6.7% | +37.2% | -43.9% | -19.7% |
| All | -6.7% | +38.4% | -45.1% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling