+2,579.4%
COR vs BUD
+201.1%
+2,378.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | +4.5% | -5.7% | +10.2% | +6.1% |
| 3M | +22.7% | +3.1% | +19.5% | +21.5% |
| 6M | -9.7% | +7.9% | -17.6% | -12.0% |
| YTD | -1.4% | +27.3% | -28.8% | -8.2% |
| 1Y | +13.9% | +37.8% | -23.9% | +3.8% |
| 3Y | +94.0% | +49.8% | +44.1% | +69.7% |
| 5Y | +184.0% | +43.8% | +140.2% | +146.9% |
| 10Y | +406.8% | -22.6% | +429.4% | +405.8% |
| All | +2,579.4% | +201.1% | +2,378.3% | +1,801.2% |
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