+45.0%
ADP vs COPX
+193.3%
-148.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.1% |
| 7D | -5.7% | +6.0% | -11.6% | -6.1% |
| 30D | -3.1% | +6.4% | -9.5% | -3.6% |
| 3M | +15.6% | +19.3% | -3.7% | +13.6% |
| 6M | +20.8% | +16.2% | +4.6% | +18.4% |
| YTD | +4.7% | +33.2% | -28.4% | -0.5% |
| 1Y | -8.3% | +90.2% | -98.5% | -18.5% |
| 3Y | +13.6% | +175.7% | -162.1% | -9.6% |
| 5Y | +45.0% | +193.1% | -148.1% | +12.6% |
| All | +45.0% | +193.3% | -148.2% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling