+122.8%
COST vs BUD
+50.1%
+72.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.5% | -1.6% | +4.1% | +2.8% |
| 30D | +14.6% | +6.7% | +7.9% | +13.1% |
| 3M | +15.2% | +5.9% | +9.3% | +13.8% |
| 6M | +7.2% | +5.1% | +2.1% | +6.0% |
| YTD | +27.4% | +32.9% | -5.5% | +20.2% |
| 1Y | +20.2% | +31.8% | -11.6% | +13.5% |
| 3Y | +96.9% | +47.4% | +49.5% | +79.4% |
| 5Y | +122.8% | +50.8% | +72.0% | +96.0% |
| All | +122.8% | +50.1% | +72.7% | +96.0% |
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