+934.4%
ADP vs COPX
+186.2%
+748.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.9% |
| 7D | -3.4% | -4.0% | +0.6% | -2.6% |
| 30D | +2.8% | +4.5% | -1.8% | +1.6% |
| 3M | +20.9% | +0.8% | +20.1% | +19.5% |
| 6M | +29.9% | +3.2% | +26.7% | +26.0% |
| YTD | +9.6% | +26.7% | -17.1% | -0.1% |
| 1Y | -5.3% | +85.7% | -90.9% | -22.5% |
| 3Y | +16.5% | +151.2% | -134.7% | -15.3% |
| 5Y | +49.4% | +170.0% | -120.6% | +3.4% |
| 10Y | +282.2% | +572.9% | -290.7% | +87.4% |
| All | +934.4% | +186.2% | +748.1% | +487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling