-11.4%
COO vs BUD
+35.8%
-47.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +4.5% | +6.0% | -1.5% | +2.4% |
| 30D | +16.9% | +11.3% | +5.6% | +12.9% |
| 3M | -16.7% | +3.6% | -20.3% | -17.9% |
| 6M | +5.9% | +7.7% | -1.8% | +2.8% |
| YTD | -22.4% | +36.4% | -58.8% | -32.0% |
| All | -11.4% | +35.8% | -47.2% | -21.2% |
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