+5,709.6%
COF vs ADM
+1,164.5%
+4,545.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | +1.2% | -0.1% | +1.3% | +1.3% |
| 30D | -1.4% | +11.0% | -12.4% | -6.2% |
| 3M | +19.0% | +6.0% | +13.0% | +15.0% |
| 6M | +14.9% | +26.9% | -12.0% | +1.2% |
| YTD | -10.7% | +50.0% | -60.7% | -27.5% |
| 1Y | -1.3% | +39.6% | -40.9% | -17.7% |
| 3Y | +124.3% | +18.5% | +105.8% | +92.9% |
| 5Y | +51.1% | +62.6% | -11.4% | +9.3% |
| 10Y | +252.4% | +162.4% | +89.9% | +107.0% |
| All | +5,709.6% | +1,164.5% | +4,545.1% | +1,808.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ADM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling