+104.4%
COST vs BUD
+44.7%
+59.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -5.3% | -6.1% | +0.9% | -4.2% |
| 3M | -6.7% | -3.8% | -2.9% | -6.1% |
| 6M | -9.9% | +8.2% | -18.1% | -11.4% |
| YTD | +5.1% | +23.6% | -18.4% | +1.0% |
| 1Y | -7.3% | +33.4% | -40.7% | -12.2% |
| 3Y | +70.4% | +45.3% | +25.1% | +56.3% |
| 5Y | +104.4% | +44.3% | +60.1% | +82.9% |
| All | +104.4% | +44.7% | +59.7% | +82.9% |
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 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