+186.4%
COP vs BUD
+46.3%
+140.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | +17.5% | -5.7% | +23.2% | +18.4% |
| 3M | +13.4% | +3.1% | +10.2% | +12.7% |
| 6M | +17.7% | +7.9% | +9.9% | +16.1% |
| YTD | +46.6% | +27.3% | +19.3% | +40.0% |
| 1Y | +44.6% | +37.8% | +6.8% | +36.0% |
| 3Y | +20.7% | +49.8% | -29.2% | +9.8% |
| All | +186.4% | +46.3% | +140.0% | +162.4% |
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