-42.2%
COO vs BUD
+48.8%
-91.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.2% |
| 7D | +4.7% | +4.5% | +0.3% | +3.0% |
| 30D | +13.9% | +12.5% | +1.4% | +8.8% |
| 3M | -14.9% | 0.0% | -14.9% | -15.1% |
| 6M | +2.0% | +3.8% | -1.8% | +0.2% |
| YTD | -23.9% | +33.1% | -57.0% | -32.7% |
| 1Y | -9.6% | +35.5% | -45.1% | -20.6% |
| 3Y | -25.4% | +49.4% | -74.8% | -38.5% |
| All | -42.2% | +48.8% | -91.0% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling