+49.1%
ADP vs COPX
+113.6%
-64.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.7% |
| 7D | +0.3% | +1.1% | -0.9% | +0.2% |
| 30D | +11.6% | -15.9% | +27.5% | +12.8% |
| 3M | +15.1% | -19.6% | +34.6% | +16.6% |
| 6M | +46.0% | -21.5% | +67.5% | +48.1% |
| YTD | +22.4% | -0.8% | +23.1% | +18.4% |
| 1Y | +24.5% | +15.2% | +9.3% | +17.1% |
| 3Y | +44.8% | +134.7% | -89.9% | +12.2% |
| 5Y | +49.1% | +111.3% | -62.2% | +16.7% |
| All | +49.1% | +113.6% | -64.5% | +16.7% |
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