+120.8%
COF vs ADM
+20.9%
+99.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.9% | -1.7% |
| 7D | -2.7% | +1.4% | -4.0% | -2.8% |
| 30D | -3.4% | +8.2% | -11.6% | -4.2% |
| 3M | +15.4% | +8.7% | +6.7% | +14.2% |
| 6M | +14.4% | +29.1% | -14.7% | +9.9% |
| YTD | -12.0% | +53.7% | -65.6% | -18.4% |
| 1Y | -3.7% | +43.2% | -47.0% | -9.7% |
| All | +120.8% | +20.9% | +99.9% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling