+1,062.1%
ADP vs COPX
+118.6%
+943.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.2% |
| 7D | +2.2% | -2.8% | +5.0% | +2.7% |
| 30D | +10.6% | -14.3% | +24.9% | +13.9% |
| 3M | +12.9% | -19.0% | +32.0% | +17.3% |
| 6M | +50.6% | -24.4% | +75.1% | +57.0% |
| YTD | +23.2% | -3.2% | +26.4% | +18.2% |
| 1Y | +25.3% | +15.2% | +10.1% | +14.6% |
| 3Y | +47.1% | +127.6% | -80.5% | +7.4% |
| 5Y | +50.1% | +106.0% | -56.0% | +9.8% |
| 10Y | +323.6% | +313.7% | +9.9% | +131.3% |
| All | +1,062.1% | +118.6% | +943.6% | +595.3% |
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