+1,002.1%
COO vs BUD
+201.1%
+801.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -7.0% | -5.7% | -1.3% | -5.2% |
| 3M | +12.2% | +3.1% | +9.1% | +10.9% |
| 6M | -15.1% | +7.9% | -23.0% | -17.6% |
| YTD | -15.1% | +27.3% | -42.4% | -22.3% |
| 1Y | +2.3% | +37.8% | -35.5% | -9.0% |
| 3Y | -23.7% | +49.8% | -73.5% | -35.0% |
| 5Y | -38.9% | +43.8% | -82.8% | -47.9% |
| 10Y | +49.9% | -22.6% | +72.6% | +48.0% |
| All | +1,002.1% | +201.1% | +801.0% | +547.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling