-24.7%
COO vs BUD
+47.9%
-72.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | +13.9% | +6.7% | +7.3% | +11.6% |
| 3M | -18.9% | +5.9% | -24.8% | -20.4% |
| 6M | +3.7% | +5.1% | -1.3% | +1.9% |
| YTD | -24.1% | +32.9% | -57.0% | -31.1% |
| 1Y | -14.2% | +31.8% | -46.0% | -22.0% |
| All | -24.7% | +47.9% | -72.6% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling