+8.0%
COF vs ADVB
-60.4%
+68.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.3% | +0.8% |
| 7D | -4.5% | +10.5% | -14.9% | -4.3% |
| 30D | -2.0% | -56.0% | +54.0% | -2.9% |
| 3M | -9.7% | -70.1% | +60.4% | -10.9% |
| 6M | +8.0% | -53.7% | +61.7% | +6.9% |
| All | +8.0% | -60.4% | +68.4% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling