+606.1%
COST vs BUD
-22.3%
+628.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.1% |
| 7D | -1.2% | -2.6% | +1.4% | -0.8% |
| 30D | -4.7% | -1.2% | -3.5% | -4.5% |
| 3M | -7.1% | -4.9% | -2.2% | -6.4% |
| 6M | -8.5% | +9.3% | -17.8% | -10.1% |
| YTD | +5.4% | +24.0% | -18.6% | +1.5% |
| 1Y | -5.6% | +34.5% | -40.2% | -10.4% |
| 3Y | +68.5% | +43.7% | +24.8% | +56.7% |
| 5Y | +105.2% | +46.0% | +59.2% | +88.4% |
| All | +606.1% | -22.3% | +628.3% | +606.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling