+2,600.5%
COR vs BUD
+214.6%
+2,385.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | +0.8% | +4.5% | -3.6% | -0.3% |
| 30D | +5.1% | +12.5% | -7.4% | +1.9% |
| 3M | +2.8% | 0.0% | +2.8% | +2.6% |
| 6M | +32.5% | +3.8% | +28.7% | +30.8% |
| YTD | -0.7% | +33.1% | -33.7% | -8.6% |
| 1Y | -6.7% | +35.5% | -42.2% | -14.6% |
| 3Y | +73.7% | +49.4% | +24.3% | +52.4% |
| 5Y | +177.9% | +48.0% | +129.8% | +140.1% |
| 10Y | +533.8% | -8.6% | +542.3% | +499.7% |
| All | +2,600.5% | +214.6% | +2,385.9% | +1,791.9% |
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