+673.6%
COP vs BUD
+214.6%
+458.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | -11.5% | +4.5% | -16.0% | -13.5% |
| 30D | +5.0% | +12.5% | -7.6% | -0.9% |
| 3M | +17.5% | 0.0% | +17.5% | +16.6% |
| 6M | +16.2% | +3.8% | +12.4% | +13.0% |
| YTD | +48.8% | +33.1% | +15.7% | +27.1% |
| 1Y | +64.1% | +35.5% | +28.6% | +38.9% |
| 3Y | +25.7% | +49.4% | -23.7% | -2.1% |
| 5Y | +114.4% | +48.0% | +66.3% | +61.5% |
| 10Y | +331.7% | -8.6% | +340.2% | +275.8% |
| All | +673.6% | +214.6% | +458.9% | +281.2% |
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 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