+46.4%
COO vs BUD
-3.2%
+49.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.1% | -1.6% | -0.5% | -1.5% |
| 30D | +13.9% | +6.7% | +7.3% | +11.5% |
| 3M | -18.9% | +5.9% | -24.8% | -20.5% |
| 6M | +3.7% | +5.1% | -1.3% | +1.8% |
| YTD | -24.1% | +32.9% | -57.0% | -31.5% |
| 1Y | -14.2% | +31.8% | -46.0% | -22.4% |
| 3Y | -24.5% | +47.4% | -71.8% | -35.1% |
| 5Y | -40.4% | +50.8% | -91.2% | -49.8% |
| All | +46.4% | -3.2% | +49.6% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling