+240.0%
COF vs ADM
+178.5%
+61.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -6.1% | +3.0% | -9.1% | -7.5% |
| 30D | -5.2% | +8.7% | -13.9% | -9.4% |
| 3M | +17.0% | +7.6% | +9.4% | +11.5% |
| 6M | +12.9% | +26.9% | -14.0% | -2.9% |
| YTD | -13.5% | +54.3% | -67.8% | -34.0% |
| 1Y | -5.9% | +45.7% | -51.5% | -26.3% |
| 3Y | +117.1% | +21.9% | +95.2% | +80.7% |
| 5Y | +45.4% | +67.2% | -21.8% | -13.3% |
| All | +240.0% | +178.5% | +61.6% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling