+58.9%
COP vs ADVB
-88.3%
+147.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | +3.0% | -3.8% | +6.8% | +3.1% |
| 30D | +17.5% | +17.6% | -0.1% | +16.9% |
| 3M | +13.4% | +119.1% | -105.8% | +10.3% |
| 6M | +17.7% | +103.4% | -85.6% | +13.5% |
| YTD | +46.6% | +59.8% | -13.3% | +42.4% |
| 1Y | +44.6% | +8.5% | +36.1% | +41.5% |
| All | +58.9% | -88.3% | +147.3% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling