-3.7%
COF vs ADVB
-3.0%
-0.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -1.5% |
| 7D | -2.7% | -13.0% | +10.3% | -2.8% |
| 30D | -3.4% | +7.5% | -10.8% | -3.3% |
| 3M | +15.4% | +129.1% | -113.7% | +15.7% |
| 6M | +14.4% | +71.7% | -57.3% | +15.3% |
| YTD | -12.0% | +45.5% | -57.5% | -10.7% |
| 1Y | -3.7% | -2.7% | -1.0% | -3.7% |
| All | -3.7% | -3.0% | -0.8% | -3.7% |
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