-5.1%
COF vs ADVB
-76.7%
+71.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -1.2% |
| 7D | +0.7% | -29.5% | +30.2% | +0.3% |
| 30D | +5.7% | -66.9% | +72.6% | +4.5% |
| 3M | -6.7% | -73.7% | +67.0% | -7.9% |
| 6M | +9.5% | -64.8% | +74.2% | +8.5% |
| YTD | -13.9% | -64.0% | +50.2% | -12.7% |
| 1Y | -5.1% | -77.0% | +71.9% | -2.1% |
| All | -5.1% | -76.7% | +71.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling