+2,749.6%
COST vs BUD
+201.1%
+2,548.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -2.8% | -5.7% | +2.9% | -1.6% |
| 3M | -5.7% | +3.1% | -8.8% | -6.4% |
| 6M | -8.8% | +7.9% | -16.6% | -10.5% |
| YTD | +6.7% | +27.3% | -20.7% | +1.0% |
| 1Y | -3.6% | +37.8% | -41.5% | -10.4% |
| 3Y | +75.1% | +49.8% | +25.2% | +57.7% |
| 5Y | +108.9% | +43.8% | +65.1% | +87.4% |
| 10Y | +586.2% | -22.6% | +608.8% | +596.7% |
| All | +2,749.6% | +201.1% | +2,548.5% | +1,746.5% |
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